A Harare court on Tuesday found the 34 guilty of criminal nuisance over the peaceful demonstration and handed each a three-month suspended sentence and a 12,000 Zimbabwean dollar ($33) fine.
Authorities said their action obstructed the passage of people and vehicles and the protesters did not comply with police orders to stop.
The group spent four months behind bars after refusing to ask for bail.
"We just came out of prison and are still deliberating on our next move," ZTP's deputy head Simon Goshomi, who was among those held, told AFP on Wednesday.
Lawyer Evans Moyo said his clients were "not happy" with the verdict and could appeal.
Police had arrested 34 worshippers from the apostolic sect as they walked in the center of Harare, clad in colorful church regalia, singing "(Lord) please deliver us from our suffering", the lawyers said.
Most of the group were young women linked to the small opposition Zimbabwe Transformative Party (ZTP).
Rights groups and opposition parties have complained of an increased government clampdown on dissent as the country heads towards general elections next year.
ZTP's leader Kanyenzura Parere, who was also arrested during the July protest, is being tried separately on different charges of breaching the peace and remains in jail.
There is rising discontent in Zimbabwe as President Emmerson Mnangagwa, who replaced long-time ruler Robert Mugabe in 2017, struggles to ease entrenched poverty, end the country's chronic power cuts, and rein in inflation.
Rights groups have complained of repeated arbitrary detentions and often exceptionally harsh custody under Mnangagwa.