What is the setting of Lamb: The Gospel According to Biff by Christopher Moore?

The settings of the story follow the heroic novel structure. The hero, Joshua, must leave the familiar surroundings of Nazareth to go out and do heroic things before returning to his home turf. He experiences the mysterious fortress of Balthesar's in Persia, the monastery of Gasper's in China and the mean cliff notch of Melchior's in India.