Location: This mission becomes available after you complete the delivering the Truth side mission. Wait for a new marker to appear, which will let you know that there is another mission from the Epsilon cultists available (letter E on the world map), which will be located in the Grand Senora Desert, to the South of Sandy Shores. After you get there, approach the trailer shown in the screenshot and initiate the meeting with Marnie, Tom and jimmy.
This mission is quite exhausting because it assumes that you make a pilgrimage of a kind, which is about covering five miles on foot. I recommend that you start running in circles (the game will notify you of the fact of entering the "pilgrimage grounds"). I recommend against straying into more desolate areas because you can be then attacked by a wild animal and you will have to start over.
The game should inform you, on a regular basis, of your progress in this mission (every 0.1 miles) although covering the entire distance is a matter of running around for a dozen or so minutes. After some four miles you will receive a phone call from Cris who will motivate you to complete the pilgrimage. Run the last, fifth, mile thanks to which you will complete this mission.
Rewards for the completion of the mission: none
Requirements for the completion of the mission in 100%: There are no additional requirements for this mission so, it gets completed in 100% automatically.