I am afraid to answer that question---I just want to make clear that I am not trying to "start" anything, I am just answering your question
Yes, it is illegal to be of any religion in North Korea.
Back in the day- Kim Il Sung invited Billy Graham to come in a nd preach to a very large crowd-officially arranged. There was even a brief time where the Graham missio nwas allowed to do follow on missionary work
http://www.forbes.com/pictures/mgj45efek/billy-graham/
Kim's death put a stop to this
Officially one can only "worship" Juche and as a consequence the founder and patrons of the ideal-the Kim regime.
In the North, one can find small Buddha like statues with the head replaced with Kim Il Sung ,
The Kim's and their henchmen have been very clever over the years (
though it has all been done before to every religion) to incorporate traditional beliefs-Confucianism and Buddhism- into the Juche principle. Subsequently, the North has set up several "Buddhist Temples" refurbished on the very ruins of actual very old and very expansive Buddhist temples and campus'. These now come equipped with "Buddhist Nuns and Monks" in traditional grey robe attire, They are however, not really Buddhists and when they preach it is a mixture of corrupted Confucian and Buddhist teachings heavily laced with Juche or twisted in a way to show proof that Juche is a natural development of the two older philosophies.
Here is a "sugar coated" version of the story (I can't find the more critical one now)
http://www.voanews.com/content/atheist-north-korea-keeps-buddhist-temple-in-operation/1716975.html