The first caucus was an "Atheist Caucus" and we have had a "Non-Denominational Caucus." Protestants are welcome to caucus provided they do not use the label as cover to attack the beliefs of non-members.
If memory serves me there was a Rapture Caucus thread here recently that was quite successful. I didn’t post to it, but I read most of it and it was quite informative. The LDS have caucus threads on here all the time and they don’t seem to have a problem with it.