Examples

Simon of the Desert (1965), is based on La leyenda aurea, a hagiography from the XIII century. The chapter Simeon el Estilita, specifically. Bunuel was attracted to this saint who lived on a column in the middle of the desert. In fact, Bunuel loved the Middle Ages--nostalgically. The idea of putting characters in isolation and in extreme situations, like Robinson Crusoe or the game warden in La joven (you will like this movie), and then presenting moral challenges is what I like so far about his movies. I guess that's what I mean by a moral sense rather than describe Bunuel's morality. It's the way he challenges certain moral codes like the bourgeoisie, as you say, and religion. But there is more there.

I highly recommend La joven. Here, he's not taking any sides but trying to understand racism and Freudian issues. This is a good film to see because it repeats many of Bunuels images, ideas and fetishes: feet and legs, spiders, chickens, other animals, amour fou, priests, and it's impartial (the film is neither pro black or white), love/death, etc.