Again, think context. Under the circumstances that all you are tying to do is talk about all religions that are not Christian, Muslim or Jewish, the term pagan is fine. Once you start saying things like “pagans believe…” you are going to be incorrect.
Pagan Pride Day, may be a day for all religious who are not Christian, Muslim or Jewish to gather. That would be a correct use. Saying “Pagans worship idols” would be incorrect, because not all pagans do.
To understand this, put yourself in the shoes of the group you are reffering to, There are many circumstances in which Catholics would prefer not to be “lumped” with Protestants under the term Christian (used generically). Because, yes, you are Christian, but there are important (to you) distinctions.
I could quote a dictionary entry to you to “prove” you are Christian, but in certain circumstances it does make a difference that you are a CATHOLIC christian. Same with pagans.