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The challenge with sin-themed dungeons/locations/challenges is that they are often simply about not doing something, where you're often better off just not engaging most things at all. Such things are usually very obvious and rarely truly tempting to players.
One option for a little bit more nuance would be to involve more than one sin in a challenge. (The sin trials need not be separate, for most situations involving sin involve more than one sin.) Let's take greed and sloth, for example. NPC with legitimate, fairly obvious need might offer the party some extravagant reward for performing task A that is generally needed to be done. The reward is tempting to the party, but it is well beyond what the NPC would be giving without dire consequences.
Now, the players may take the path with the obvious sin (greed) and do the task for the reward. However, a less obvious sin would be to offhandedly dismiss the NPC as a glabrezu or some other trickster in disguise and move on ahead without a second thought (this would be sloth- going to an automatic default assumption of trickery/deception when it is simply a case of desperation). A better solution would be to investigate the task and then complete it as needed without taking the obviously out of order reward. And an even better solution might be refusing the extravagant prize but having the humility to graciously accept a lesser or token reward from the NPC that the NPC could reasonably give without hardship (and thus giving the NPC the opportunity to keep the dignity of giving back.)
Some more open-ended options could exist as well. For example, they could arbitrate a dispute and declare not only to what degree each party is in the right but also why. Then you can look at their moral decision making beyond simple yes/no actions or answers. There need not be a single right answer to a question like this, but the answer probably should have thoughtfulness, justice, and kindness behind it. Sometimes even an honest and humble "we don't know; we can answer that question" will suffice- if they've shown they've weighed the options and decide that deferring to a higher authority on the matter is the best for everyone involved.