Monty Python's Life of Brian has people in it who think that Brian's the Messiah. So they presumably think that they're blessed just by being in Brian's presence. Wouldn't that make them BRIAN BLESSED?
The film shows the people trying to get Pilate to free people with "R"s in their name, so they can laugh at his speech impediment. In the Bible, who do they ask Pilate to free instead of Jesus? Barabbas.
The "Blessed are the Cheesemakers" joke becomes even funnier when you found out that part of Jerusalam, at that time, was called The Valley of the Cheesemakers.
Brian's abduction by aliens seems a lot less like a BLAM when you consider the conspiracy theorists who point out hypothetical UFOs in the backgrounds of paintings of Jesus. As well as the belief that Jesus himself was an alien or alien/human hybrid.
A meta example, the people who objected so strongly to the movie were mostly the hardcore Christians being parodied. Even if they weren't conscious of it, they were offended not because Jesus was supposedly lampooned, but because they were.
Fridge Heartwarmin: Graham Chapman so wanted to play Brian that he stopped drinking for the duration of the production, meaning that for once he was in peak physical and mental condition. He even drew on his medical training and took the job of set doctor, bringing along and dispensing much-needed medication for things like dehydration, food poisoning and other Tunisian complaints. Yes: Brian healed the sick.
Remember the old man who covered for the Judean Resistance? When he says he would rather be crucified than stabbed, the average troper may simply believe him mad. HOWEVER! He is, in fact, attempting to use reverse psychology to get a quick, mostly painless death rather than a long painful one.
You can't read too much into the alien scene - it's just there for fun. However the hatch on the top must have been open for Brian to fall into it, and no one closes it when they fly to space.
It could simply be a one way force field, which lets in organic matter but doesn't let anything (like air) out.