Bill Bennett was looking for something when he set out on the ancient pilgrimage route called El Camino de Santiago. What exactly, he didn’t know. All he knew for certain was an urge had taken hold, tugging him westward across the rolling green hills and sun-baked villages of northern Spain.

His footsteps retraced those of countless souls who’d come before, drawn as if by some hidden magnetic force to the shrine of Saint James in the city of Santiago. For a thousand years, pilgrims have journeyed along this 800-kilometer way, seeking meaning, redemption, or simply an escape from life’s busyness.

Bennett wasn’t Catholic or especially devout, yet he too felt the pull. So with a knapsack and sturdy boots, he embarked on the journey, not sure what lay ahead but open to letting the Camino work its healing magic. The film The Way, My Way recounts his transformative trek,...