First of all, there appeared to have been questions raised in the Sikh community. The Telegraph carried a report Religion told to halt weddings over gay rights which included this:
Sikh temples have been advised to halt all civil marriage ceremonies on their premises to protect them from possible legal challenges for refusing to conduct same-sex weddings…
The warning comes in a letter to Sikh places of worship, known as gurdwaras, from Sikhs In England, a specialist advisory body. It urges them to consider deregistering as a venue for civil weddings — which would leave gurdwaras performing wedding rites with no legal force.
Couples would have to attend a separate ceremony in a register office or other venue recognised by their local council. Although the advice is not binding, it is understood that it is being taken seriously.
But Law & Religion UK reports in Sikh Council caution on ending civil marriage ceremonies that The Sikh Council UK (SCUK) – the largest representative body of Sikhs in the UK – has issued a Press Release which is supported by advice and guidance for Gurdwaras, and other material including a letter from Helen Grant, Minister for Women and Equalities, and an email from Melanie Field, Deputy Director, Equal Marriage Team.
All of this material is excellently summarised by David Pocklington.
Second, there have been widespread media reports of a legal challenge to be made by a couple in Essex, see the original news report Gay dads set to sue over church same-sex marriage opt-out.
However, there are no details of how they think they can do this. David Pocklington writes (scroll down):
We note that a same-sex couple Barrie and Tony Drewitt-Barlow have indicated that they are “planning a legal challenge against the Church of England’s refusal to conduct same-sex weddings”: presumably, an application for judicial review of the statutory ban on the Church of England conducting same-sex marriages that was included in the Marriage (Same Sex Couples) Act 2013 :see especially s 4(1). Barrie Drewitt-Barlow was reported as saying “‘I am a Christian – a practising Christian. My children have all been brought up as Christians and are part of the local parish church in Danbury”.
It is perhaps useful that such a challenge has come so close to the Royal Assent to the Act; and the courts will have an opportunity to give judicial consideration to the strength of the so-called “quadruple lock”. The Government’s willingness to put its money where its mouth is will be a good indication of whether the approach of Sikhs In England or of the Sikh Council UK is the more prudent.
A challenge was bound to happen, whatever the Government may have thought when the policy was first being formulated. The suspicion must be that if the case ends up in Strasbourg the ECtHR would regard the legislation as within the margin of appreciation of states parties; and the recent decision in Sindicatul Păstorul cel Bun v Romania  ECHR 646 seems to suggest that the Court is reluctant to interfere in the internal affairs of religious organisations. But who knows? – With man it is impossible, but with Strasbourg all things are possible.