I’ve received an e-mail from someone who is currently working on an article on Shakespeare’s use of Shylock as a thinly-veiled Puritan. I’m publishing the relevant part of his e-mail below. My reply follows. 
 
I am currently writing an essay for StAR entitled Shylock the Calvinist. Thus far, I have compared Shylock’s statements with contemporary Jewish memoirs and have decided that he is far more likely a Puritan than a Jew.

I have access to Fr. Milward’s The Catholicism in Shakespeare’s Plays, which somewhat illuminates Puritan domination of usury in Elizabethan England. can you recommend any books which might help in this matter?

 
My reply:
 
I look forward to reading your article when it’s finished.
 
I discuss Shylock’s Puritanism at some length in chapter five of Through Shakespeare’s Eyes. This is also discussed in the following books:
 
Clare Asquith, Shadowplay: The Hidden Beliefs and Coded Politics of William Shakespeare (New York: Public Affairs, 2005)
John Klause, “Catholic and Protestant, Jesuit and Jew: Historical Religion in The Merchant of Venice” inShakespeare and the Culture of Christianity in Early Modern England, ed. Dennis Taylor and David N. Beauregard (New York: Fordham University Press, 2003)
Peter Milward, Shakespeare the Papist (Naples, Florida: Sapientia Press, 2005)
Velma Bourgeois Richmond, Shakespeare, Catholicism and Romance (New York: Continuum, 2000)