"Hello, you've reached [name] at [company]. I'm unable to come to the phone right now. Leave your name and number, and I'll return your call as soon as I'm free. Thank you."
The more information you include in your outgoing message about the colleagues who can assist in your absence, the less likely you are to interfere with ongoing projects. This will help ensure you enjoy that well-earned vacation.

I wouldn’t be offended or consider saying anything to anyone who included this in their out of office message, but even as someone who is in a religion that forbids use of electronics on most holidays, I still think this message is 1) TMI; 2) doesn’t convey what it needs to convey unless you are explaining that you don’t use electronics during holidays, in which case you can just include that you won’t be checking email without including the religious explanation; 3) would come across to me as inclusion of personal information I don’t need, which would therefore strike an unprofessional tone,and I wouldn’t understand why you felt the need to include that info. How about “I’m out of the office without access to internet or email until (date). If you need assistance before this date, please contact…” Like I said, I think your colleagues are overreacting, but in general I would advise to leave all personal information out of your auto-reply — vacation, medical leave, religious observance, etc. — people do not need to know why you are out.
I’m on a couple of mandatory company-wide email lists. None of these ever have pertinent information, but they’re required.