It’s that time of year for the Dahls, the close-knit Christian family at the center of Leslye Headland’s bleak and biting new play Cult of Love. Christmas is their favorite holiday, an occasion for the four adult children (plus their spouses) to convene at the elder Dahls’ house and imbibe on batch Manhattans, gorge on dense confectionaries, stow away extra figgy pudding and sing carols exalting their Lord and savior Jesus Christ.

No matter that a handful of the Dahls are having a crisis of faith, that one might be losing their memory, that another is in active recovery from drug addiction and a third might be buckling under the weight of their mental health issues. The Dahls, in service of their own self-image, prefer to lie and deny.

Produced by Second Stage and now at The Helen Hayes theater in New York, Cult of Love (directed by...