If confessing all your sins to a priest or if covering up legs, ankle, and hair is something you find a bit extreme, then talk about it with your partner.
Learn from each other because you will be living with each other.
Basically, respecting will only end up being lip service without a backing of understanding on the subject.
Since it is obvious that your religion did not bring you together, surely there are many other things that did.
Focus on those things and not on the thing that you have in common.