Fighting Against Religious Opressions
Not sure if your question is in personal capacity, or as a nation. Considering as a nation, the following video should help. https://youtu.be/jbqOM_ZcFQs
Creation of such small rebellious / vigilante organizations would prove detrimental to the lives of ordinary Muslims who are already living in a persecuted environment. Those organizations would also be responsible along with the state if anything happens to ordinary Muslims because of their armed rebellion. The best way is political struggle along with educating the Muslims to stand behind one leader so that they can present their argument with full force both at international and national levels. In the absence of support from an organized state, no war can be waged against the state by the residents of that state. Although, it seems very unfair on the face of it, but keeping long term interests of innocent Muslims in mind, this is the only rational approach.