In Romantic Christianity and in Life - the most important thing to be romantic about is metaphysics. What we need, above all, is a Romantic Metaphysics.
What I mean by this is that our fundamental beliefs concerning the nature of Reality, ought to be such that we feel Romantic about them; they should appeal to our imagination, we should love our metaphysics, know it from experience to be beautiful and wonderful. And this is, of course, something that we can only discover for ourselves, from living (intensely) with these beliefs, from using these beliefs in practice in a way that is whole-hearted.
From my experience, since becoming a Christian, finding Romantic Metaphysics is a path which may not lead to the destination immediately. For me it was (broadly speaking) a case of 'third time lucky'.
Firstly I embraced the Aristotelian-Thomistic metaphysics of the traditional Roman Catholic church. I found the process of understanding this to be very exciting and romantic; but once I had understood it (hylomorphism, etc.) then I began to find it dry and abstract - and I could not be whole-hearted about the fundamental assumptions that underlay the system of thinking. The fact is that I regarded these assumptions as arbitrary, and did not love them.
Next I became a Platonist - in association with Eastern Orthodox Christianity. This, I found much more Romantic (I already knew quite a bit about Platonism, and had felt drawn to it). The whole idea of the liturgy, the idea of the Orthodox society (Byzantium, Holy Russia) had much to appeal. So this swept me along for several months.
But as I took on board the fundamental assumptions, as I came to understand - I began to feel the infinite gulf between the ideal world of forms which was God's Heaven - and this actual mortal life. The Orthodox ideal of ascetic monasticism, was - even if perfectly realised - merely a pale copy of what was wanted. Indeed, there was no real necessity to mortal life; it would surely have been better to have been born into Heaven - or, as second best, to die and get there ASAP.
Platonism is anti this-mortal-life - its Romanticism is not actual, but displaced to another ideal world, time, place, situation...
Furthermore, the actuality of being Eastern Orthodox in the context of a modern atheistic materialistic Leftist society; with Orthodox churches that were designed for expatriates from other nations, meant that in practice is was just a different kind of church to attend. The daily private practice was not Romantic - but felt bogus and pretentious, and did not yield imaginative fruit. Modern Orthodox life was a very pale imitation of the Byzantine ideal; but even that life had seemed a tragic and unsatisfactory imitation of the abstract timeless perfection of the Heavenly reality.
Romanticism led me into Orthodoxy, and then it led me out again.
My third, and with modifications (eg. from Barfield and Arkle) so-far-final Romantic embrace was Mormon metaphysics.
The difference here was that my Romantic feeling of attraction grew as I discovered more, and as I lived with my earlier imaginations. I took a while before I distinguished between the Mormon metaphysics - for which I felt a spontaneous Romantic love; and the actualities of Mormon religious life in modern Britain - which overall did not attract me.
(There is, I discovered, no actually existing church or denomination or formal religious practice that attracts me Romantically and imaginatively. Therefore, by my Romantic principles, there is none to which I can (or should) commit myself. But the metaphysics of Mormon Christianity has not just proved durable in my life, but has led to a renewing stream of further Romantic intuitions and insights.)
So eventually - the process took about five years - I found a solid ground of Romantic metaphysics to underpin and clarify my Christianity. To recap, the process involved a thoroughgoing and persistent Romanticism; making the Romantic choice then persisting with Romantic evaluations in a serious and exploratory way; until I found solid ground upon-which imagination could stand, and from-which imagination could draw further nourishment on an (apparently) permanent basis.