Good idea for a thread OP!
I severely love this little quote by Sandman. >I am of your faith, I am of all faiths in my fashion.
I think with the context and theme of the scene here, writers talking about seeing themselves in their creations at it brings up this metaphysical point about Dream basically being of everyone's faith, religion, philosophy whatever because Dreams are universal. Not just the kind you have when you sleep but the kinds that inspire you to live.
That's of all faiths. Of all beliefs. Of all views.
It speaks volumes about the character and concept Gaiman was trying to pin down. He's someone that everyone essentially knows in their own hearts and minds and their own ways. Every culture on the planet has/had some version of "the Sandman" too.
And again, I just liked the whole scene and theme here because I think Gaiman never shied away from showing himself as Dream but he never did in some obnoxious self-insert way. Just commenting about how writers and creators tend to put their soul and a part of their own personality into their works.