I don't think psychologists, analysts, or therapists have focused solely on the transformation from being religious to being atheist. They have addressed this question, but just not as a standalone problem (as far as I know). Moreover, it can be argued that grief is not a necessary or inevitable condition in this context. That is, one may not always require grief to make the full transformation. However, I'm sure you can find much about grief in relation to religion and atheism in many seminal works, especially the works of Lacan, Freud, Fromm, etc. Even literature addresses the conflicts between religious conduct and a free, atheistic life. Hanif Kureishi's The Black Album, structured as a bildungsroman, focuses on this very aspect. It especially draws on the fatwah issued against Salman Rushdie for having published The Satanic Verses. I only mention this work here because literature might be a more useful tool to explore this question (more useful than psychology). This is because literature also focuses on the experience of doubt--that liminal space between faith and renunciation of faith.
You can find much about grief in relation to your question in Freud's works, and Lacan's, too, I'm sure. However, the relevant nuggets will mostly be interspersed and quite sparse. Even anthropologists have studied the impact of religion and what it means to renounce faith, not from the individual but from the communal perspective. It might be worthwhile to explore titles such as "Cultural Anthropology: A Perspective on the Human Condition" (10th edition). Anthropology, what with its insistence of field work, provides more concrete, tangible insights. I'm not discrediting psychology, lit, or philosophy; I just think it is best to draw from different, yet interrelated, disciplines to address complex questions such as this one.
Sorry for the long post