The Bill of Rights is an enumeration of personal liberties. It doesn't refer to a particular church or sect, but to the individual. The government cannot force anyone to follow any particular religion, or prohibit free religious exercise.
The wall of separation as Jefferson envisioned it meant that the government and its leaders were not Constitutionally bound to answer to any religious authority, clergy, church, etc.
They also included the clause in Article VI about there being absolutely no religious test to hold office.
First Amendment: "an establishment of religion" (not an individual but an organization; "of the press" (again, not an individual, but a profession or an activity pursued by associations of individuals or the aggregate group of individuals who engage in activity collectively known as "the press"), "the right of the people to peaceably assemble (again, a group).The wall of separation as Jefferson envisioned it meant that the government and its leaders were not Constitutionally bound to answer to any religious authority, clergy, church, etc.
Second Amendment: talks about the people's right to bear arms, it's referring to more than just "individuals".
Ninth Amendment: refers to the people at large.
Tenth Amendment: the power of the states and people. Again, not a specific "individual right."