1. Tsountas, C., & Manatt, J. I. (1969). The Mycenaean age: A study of the monuments and culture of pre-Homeric Greece. Amsterdam: B. Gruner.
This work is one of the earlier works of Mycenaean archaeology by one of the founding figures of the discipline, C. Tsountas. While it is outdated in some areas, it is an excellent introductory text. There is a robust section on Mycenaean religion, along with hundreds of pages filled with other general information.
2. Buxton, R. G. (2000). Greek religion. Oxford: Oxford University Press.
Buxton's work provides an overview of Greek religion's evolution and main features in all ancient Greek periods. While the section on the Mycenaeans is not one of the longer settings, it is a detailed and information packed source accessible to beginners and experts alike.
While some Mycenaean sites have extensive religious and cult remains (Mycenae), other sites have hard to distinguish religious remains. This is partially due to the lack of traditional temple structures as found in later Greek periods. The Classical Greek deities are present in the surviving Linear B tablets: however, their roles and names are slightly different during this time. Deities that have been confirmed for both periods include: Poseidon, Hera, Ares, Hephaestus, Artemis, Dionysus, Zeus, and Demeter among others. There are also many uniquely Mycenaean deities that did not carry over into later Greek periods; however, it is in this period that the foundations for Classical Greek religion are laid.