A planet wide belief system could work, if most people would be relatively safe, like in the lottery system. The suicide attempt could entail all sorts of things, perhaps they climb the Tower of Sacrifice and throw temselves off, they could drink a sacred poison, they could be bitten by some sort of poisonous animal. Someone who survives could be seen as refused by the Emperor and effectively become outcasts. They could also be seen as people with a special purpose yet to fulfill. I would try to keep it rare though, to have it really be something special.
The character would then suffer a deep crisis and concludes somehow that the Emperor has another death in store for them. Perhaps she still was in the crisis when she met the inquisitor who helped her cope and convinced her to join him or her.