It's been extensively discussed on the giantitp forums, Burlew provided some clarification there. From memory:
As the Northern god of death, Hel has the power to provide the evil spirit for new Northern vampires. She chose a loyal negative energy spirit who, of course, worshipped her. Old-Malack was similarly hijacked by a dark spirit provided by Nurgle. It seems that, after absorbing the shaman's memories hundreds of years ago, the negative energy spirit considered itself the "real" Malack. Or was just half-lying. But Malack was definitely hijacked, Burlew confirmed that.
Technically these spirits are free-willed, and could decide to worship someone else. I think Burlew even said that a vampire cleric like Durkon could theoretically try to worship Thor. It's just that Thor probably wouldn't trust the vampire enough to provide divine powers. A rebellious vampire would not only be unlikely (due to being a negative energy spirit hand-picked by the appropriate death god) they would have a lot of trouble finding a non-evil patron.
Changing gods might usually require some ritual, but that's not what's happening here. The parasite is a new person, a death-god worshiper, who can use the host's class levels and memories. As for adapting rituals for a different god, there's not really anything in the SRD to support that. In the comic it's not addressed very seriously, but Durkon did order spells from the divine phone system a couple times. Preparing spells is seemingly just something clerics can do. Classes and their odd powers are just accepted in this world.