I disagree slightly with Martin Andrew's answer on the Religious note. Religion plays a signifigant role in both understanding the character, his oragins, how he thinks, but also the series, since relgion plays a role for other characters as well.
Hannibal Rising's (novel) brilliance derives from the fact that Hannibal's origan story is born not only out of a war-torn Lithuania during WWII (a eugenics war), in which his parents become the causualty of German planes and Russian tanks, but also it's story about class warfare, as it is poorer Lithuanians that become the biggest war criminals and do the unthinkable to Misha, Hannibal's little sister---a sister Hannibal played "teacher" to...
When we see Hannibal's upbringing before the devistating event that changes Hannibal forever, readers learn he is VERY well educated. The novel, through the teachings from his Jewish teacher, takes readers on a tour of his family's prestiegious castle, in which readers learn the Lecter family are decendents of Teutonic Knights. The reason that's signifigant is because Thomas Harris is making a religious (or sacreligious) point about Lithuania's history as it's a country, once Pagen, taken over by Christian Military Order!! It's in part about about what comes around, goes around (Karma, Justice) and/or how the human condition socially includes or excludes others through one's beliefs...
"Mischa, we take comfort in knowing there is no God. That you are not
enslaved in Heaven, made to kiss God's ass forever. What you have is
better than Paradise. You have blessed oblivion. I miss you every
day." -Hannibal Rising
Hannibal later in the novel states that he is an athiest, but this really isn't exactly true, because he basically is waging war, being on a personal crusade, towards those that accosted his sister---In the Hannibal self-titled novel, we learn Lecter is a Stephen Hawking fan believing in a (now debunked) theory of 'time moving in reverse' along with necromancy, as he is trying to alter Clarice Satrling to make her a vessel for his dead little sister's consciousness to reside in!! (A very metaphysical idea)
Hannibal's 'religious' puritan drawing of Clarice Starling, the savior of Lambs:
But furthermore all four novels are laced with various allegories, including Silence of the Lambs being specifically about the idea of a sacrificial lamb or Red Dragon getting into William Blake or Hannibal getting into Dante and Leda and the Swan. Hannibal Rising also gave Hannibal a heavy dose of Easter Philosophy through Hannibal's admiration of his exotic Japanese Aunt, Lady Murasaki...
"Hannibal at eighteen was rooting for Mephistopheles and contemptuous of Faust, but he only half-listened to the climax. He was watching and
breathing Lady Murasaki..." -Hannibal Rising
Bryan Fuller's Hannibal adaptation clearly saw through and read between the lines of Harris' allegories and realized that Hannibal was not so much an athiest, but more like John Milton's version of The Devil in Paradise Lost where the idea was about taking control and defying the limitions of humanity and the nature of the universe, by deeply understanding the human condition, by playing God!!
Fuller: Hannibal is a wily guy. [Laughs] As a storyteller, I have to
have an answer in reality. On one hand, I could see a version of
Hannibal sneaking into Will's house with an ear on a stick and pushing
it down his throat. On the other hand, as a lover of horror and sci-fi
and quasi-supernatural storytelling, I love the explanation that
Hannibal is a devil. But that was not Thomas Harris' intention. So, he
has to have been physically able to accomplish that in some manner. If
we did something where it was sort of magical, then I think we would
lose our grip on reality. That's something I think is very important
to maintain, out of respect for the audience and also the character
and his origins. But in my mind, I love the greater mythology of
Hannibal being a very punitive devil.
Many episodes in the TV series bring up God from Elliot Buddish seemingly being able to see "sinners" to James Gray's "Eye to God" mural to the church scenes at the beginning of season three that include Will Graham experiencing something akin to multiple universe and memory palace through a road not taken by seeing Abigail Hobbs--matching how Hannibal says he thinks. Also the Priest says he can see her too!!
"Yeah there is something here alright, I agree with the Pagens. The
horse is divine. All beasts of burden are sacred animals. This kind of
mutilation usually presents as cult activity. When an animal is
sacrificed, it's presumed the power of the beast will be physically
transported to whom ever is offering up the goods." - Hannibal TV Series, Hannibal - 2.08
So although Fuller downplyed the metaphysics in the interview quoted above, I think one can argue he was actually building toward it, treading a very careful line of magical realism with the possibility that it could become more metaphysical, should of he had an oppertunity to finish his version of the story.
But to better use this to answer the question, Cannibalism is part of Hannibal's dichtomoy. Thomas Harris basically was asking what is the true nature of humanity, which is, if humans are enlightened beings that can spiritually transform and rise above, or is art and civility a false facade for a more complicated game of survival of the fittest, where humans are still primal hunters or animals among ourselves?
How Hannibal attacks later in life by using his mouth and teeth is alluded to how swans attack. Hannibal observed swans with his sister at the beginning of Hannibal Rising and he later immulates them, as he at first struggles from trauma. Animals are often used in art or stories as allegories to show the nature of humanity as metaphors for any given belief systems' desired or undisired behavior/outcomes. (how 'God' wants us to be or not to be)
Hannibal is selective in whom he kills, which is usually the rude (or someone ruining art) --in it's own way, it is a Eugenics movement to cultivate a society he DEEMS WORTHY--so there is irony here given the WWII and Crusade history from which Hannibal derives. More often than not, Hannibal tends to go up against people whom are worse than he is and he also tends to protect those he either loves and/or realizes can not defend themselves or those he can see himself in. In Hannibal Rising he protects a small boy from other older larger boys trying to bully the small one. In Hannibal, he saves Starling and helps Margot Verger.