Also, I think medieval pilgrimages were a lot like modern tourism, right down to the fact that entire industries were built to cater to them.
Industries built to cater to them were a necessity. Travelers otherwise would have to appeal to a local villager to let them crash at their place unannounced. If there were thousands going through villages of only a few hundred people, the logistics should be obvious that hospitality can only be stretched so far.
A key point would be that people couldn't invent new pilgrimage destinations the way that you can put up a beachfront hotel or theme park today, and they certainly wouldn't pilgrimage to visit your shiny new sock display. For that matter, art in the Medieval Christian world was almost exclusively of a religious nature, for the purpose of donating to the church, almost always anonymously, because they were done for recognition from God, not one's fellow man.
Which leads me to the last point: We already have a perfectly valid location for attracting pilgrims, the temples. It may, in fact, just be more sensible and historically accurate to throw all your great works in the temples to your patron deity in order to boast further of your great devotion to whoever that deity is and how pilgrimable your temple is.