You can find the appropriate adjectives spread around in various products, for example 2e Faiths and Avatars is a good source for the Forgotten Realms. Specifically for Pelor (who is one of the Powers of Oerth), the adjective used in a dedicated article in Dragon #346 was Pelorian.
There are also names for specific orders and sects under the organised hierarchy of various churches. For example, the Risen Sun heresy rose amongst The Brotherhood of the Glorious Sun sect of the Church of Lathander. More examples like this can be found on the FR fandom website, under the title Category: Religious organizations (thanks to @V2Blast for the pointer).
Yet I feel your question might be missing a subtle point. The religion in most D&D campaign worlds is polytheistic/pantheistic and most people do not worship a single deity. Consider the religion of the ancient Romans, we simply call it Roman religion. Likewise, the people of Faerûn mostly follow the Faerunian pantheon. Quoting Ed Greenwood on twitter:
Remember, the Realms is pantheistic, not mono-theistic: only clerics, paladins, and a few "fanatics" worship only one god. Most folks worship all the gods of their race, but about a third of that "most" devote most of their worship to a handful of gods.