Forever Knight is probably one of the best sources to bring up in this discussion.
Nicholas Knight was a vampire who realized much too late that he had lost his soul.
There were several shockingly “Christian” moments in the series (before it went to USA).
In the first episode the Medical Examiner who discovered his secret asks him about all the “myths” and why they exists. When she asks him about the Cross he explains “Because the Cross is the truth and our lives are lies”.
Nick Knight was at the fore-front of the pentitant vampire protagonist era, but he was also one of the most honest: he knew he had lost his soul.
I really liked Forever Knight, good show. Played around with the concept of vampires in interesting ways, the humor the penitence. And then of course in Buffy you get Angel in that same penitent vampire mold, and is another step in the romance as Buffy fall for him in about 8 seconds.