The novelization describes them as pilgrims to Jedha (emphasis mine):
The death of Jedha City meant the death of Saw; the deaths of many or all of his soldiers; the deaths of red-robed pilgrims and blustering water vendors. It meant the death of the girl she'd swept into her arms during the fighting in the plaza—the brutal, pointless death of the only person she'd helped in any way since this mission began...
Rogue One: A Star Wars Story - Official Novelization Chapter 9
But that's about all we know; earlier in the novel, Jyn remarks that pilgrims from many faiths come to Jedha, so all we can say is that they worship the Force somehow:
[S]he didn't know enough about the local religions to speculate; pilgrims from a hundred faiths came to the moon from across the galaxy, and all of them blurred together into the same pathetic cult, chanting and moaning and squirming under the Empire's boot.
Rogue One: A Star Wars Story - Official Novelization Chapter 4
It's certainly possible that some of them became Knights of Ren, but we have no evidence one way or another.