I thought the use the the desert in Holy Smoke was clearly allegorical -- a
trip into the desert wilderness to think over matters of the soul. This
happens in the New Testament no? (not being religious is a deficit here!).
Being tested in this context has implications for both characters; clearly
there is also some play around devils and angels which is reflected in
costume -- but in a complicated way.
I liked this film very much, but I also knew as I watched it that much of
the religious symbolism was lost on me.