You're Rome, you conquer a Gallic settlement, the shrine to epona generates a culture penalty that can't be erased. That's all I am saying
If the "Shrine to Epona" is in a building tree accessible to Romans, it will be upgradeable to a Temple of (Roman god name).
In vanilla, you may recall it was wierder. Barbarians had three tiers of temple, but Romans could upgrade them to tier 5. IE: upgrade barbarian shrines into pantheons.
If it's separate temple lines (possible) the issue is of building tree use. You will need many different building trees used up just for this. Also, I sorta remember the Romans trying to absorb foreign gods all the time so that would be odd. I'm sure they have some Roman version of Epona, for example...
A potential method is to allow the first tiers to have little bonuses and be easy to build, but the higher ones (Awesome Temple, etc) have potentially larger bonuses, but take a long time to build (possible a steeper tax penalty as well, for the large upgrade)