 If you liked
Tenshi no Tamago
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 ...then you might like
Devilman: Tanjou-hen
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Made in 1987, two years from Angel's Egg, this is must be the birth of anime taking place of adulthood and religion and dark themes in general. It is action packed and has better animation while still retaining the same 1980s feeling that Tenshi no Tamago (Angels Egg) also has.
If you go down the rabbit hole, next would be Akira 1988, Devilman 1990, Neon Genesis Evangelion 1995, then Berserk 1997