"There are no gods, and the lightning is not a sign of Zeus' displeasure, it's just [insert somewhat reasonable-sounding theory here]'
It might be harder to commit convincing heresy in a multitheistic belief system (because you always have the 'but my preferred god says that' argument), but it's certainly not difficult. It might be even easier because rather than one god you have to believe in, there's a whole pantheon.
For some examples, check out Aristophanes' Clouds. Aristophanes was obviously not accurately reporting Socrates' arguments - he was writing a comedy - but it gives you an idea. In this example, Strepsiades is the fall guy.
SOCRATES: [The Clouds] are the only goddesses; all the rest are pure myth.
STREPSIADES: But by the Earth! is our father, Zeus, the Olympian, not a god?
SOCRATES: Zeus! what Zeus! Are you mad? There is no Zeus.
STREPSIADES: What are you saying now? Who causes the rain to fall? Answer me that!
SOCRATES: Why, the Clouds, and I will prove it. Have you ever seen it raining without clouds? Let Zeus then cause rain with a clear sky and without their presence!
STREPSIADES: By Apollo! that is powerfully argued! For my own part, I always thought it was Zeus pissing into a sieve. But tell me, who is it makes the thunder, which I so much dread?
SOCRATES: The Clouds, when they roll one over the other.
STREPSIADES: But how can that be? you most daring among men!
SOCRATES: Being full of water, and forced to move along[...] they bump each other heavily and burst with great noise.
STREPSIADES: But is it not Zeus who forces them to move?
SOCRATES: Not at all; it's the aerial Whirlwind.
STREPSIADES: The Whirlwind! ah! I did not know that. So Zeus, it seems, has no existence, and its the Whirlwind that reigns in his stead? But you have not yet told me what makes the roll of the thunder?
SOCRATES: Have you not understood me then? I tell you, that the Clouds, when full of rain, bump against one another, and that, being inordinately swollen out, they burst with a great noise. Take yourself as an example. When you have heartily gorged on stew at the Panathenaea, you get throes of stomach-ache and then suddenly your belly resounds with prolonged rumbling.
STREPSIADES: Yes, yes, by Apollo I suffer, I get colic, then the stew sets to rumbling like thunder and finally bursts forth with a terrific noise. At first, it's but a little gurgling pappax, pappax! then it increases, papapappax! and when I take my crap, why, it's thunder indeed, papapappax! pappax!! papapappax!!! just like the clouds.
SOCRATES: Well then, reflect what a noise is produced by your belly, which is but small. Shall not the air, which is boundless, produce these mighty claps of thunder?
STREPSIADES: And this is why the names are so much alike: crap and clap. But tell me this. Whence comes the lightning, the dazzling flame, which at times consumes the man it strikes, at others hardly singes him. Is it not plain, that Zeus is hurling it at the perjurers?
SOCRATES: If Zeus strikes at the perjurers, why has he not blasted Simon, Cleonymus and Theorus? Of a surety, greater perjurers cannot exist. No, he strikes his own temple, and Sunium, the promontory of Athens, and the towering oaks. Now, why should he do that? An oak is no perjurer.
STREPSIADES: I cannot tell, but it seems to me well argued. What is the lightning then?
SOCRATES: When a dry wind ascends to the Clouds and gets shut into them, it blows them out like a bladder; finally, being too confined, it bursts them, escapes with fierce violence and a roar to flash into flame by reason of its own impetuosity.
STREPSIADES: Ah, that's just what happened to me one day. It was at the feast of Zeus! I was cooking a sow's belly for my family and I had forgotten to slit it open. It swelled out and, suddenly bursting, discharged itself right into my eyes and burnt my face.