Martin Scorsese, who narrates the new Fox Nation series 'Martin Scorsese Presents: The Saints,' tells PEOPLE about the miraculous moments that deepened his faith, fatherhood and not 'going too far' on

When Martin Scorsese was a child growing up in New York's Little Italy, he would gaze up at the figures he saw around St. Patrick's Old Cathedral. For decades, Scorsese has pondered a project dedicated to the saints.

The Oscar-winning director, 81, is known for his male-dominated filmography — such as “The Godfather,” “Goodfellas” and “The Irishman.”