Without an order of a court, you can do anything you want. Hence, prudence dictates a soft approach or else you'll find yourself in court getting a judge's order. Then you'll be out of control of your child and will have no choice but to follow the order.
If there is no court order of visitation, you can keep the child away from the celebration. If he were to petition the court for visitation, it is unlikely that the court would bar him from celebrating the child's birthday. These are the types of things that come up when people are of different faiths. When you have a child together, there is the likelihood that the child will adopt certain rituals and beliefs from both sides. If you are truly offended by it, speak to your ex in a cordial way and stress to him that it goes against your religious beliefs and ask if he would please honor your request.