The words of the title of this post are the words initiates of the Orphic mysteries were taught to say when asked to identify themselves in the afterlife. It's a rather wonderful statement, I believe; a characterization to be proud of, poetic in nature.
The Orphic mysteries were what some might call a watered-down version of those of Dionysus; others might call them a far more reasonable version. The worship of Dionysus could be rather excessive, best characterized by the maenads, the female followers or priestesses of the god who worked themselves into a frenzy while paying homage. It apparently involved (so it's said), in some cases at least, tearing a poor animal to pieces and feasting on its raw flesh. The unfortunate beast thus was treated as Dionysus was by the Titans. The Orphic mysteries were much more subdued.
During the Roman period, the worship of Dionysus along with others, such as Magna Mater and Attis, Isis and Osiris, was fundamentally the worship of a god who died and was reborn, whose death and regeneration was for the salvation of humanity. Initiates of these cults were spoken of as having been "born again." If that is a somewhat familiar phrase, it should be. The similarity between Christianity and the ancient pagan cults popular in the time Christianity was born and became popular itself is remarkable. The extent to which Christianity is based on the ancient pagan mysteries would probably be even more stunning if the initiates of the pagan cults had been less faithful to their vows of secrecy and the early Church less successful in stamping them out.
But the Orphic identification has an additional significance, I think. Not because it speaks of men and women as part earth and part heaven. This view is something familiar to us through the dualism which has been fundamental to Western culture through the centuries; the distinction between body and soul. Rather, because of the use of the word "and" in the formula, if it may be called such. No distinction is made in this case. We are, therefore, children of earth and the heavens, as we are children of a man and a woman.
This isn't dualism in the traditional sense, at least as I interpret the phrase. A child of earth and heaven doesn't necessarily have two aspects, one inferior or of less worth than another, e.g. a body which is unimportant and a soul which is all-important. That's how we're conceived of by the Church and Plato before it. It's a point of view which consigns the world and living in it to insignificance, if it doesn't result in a view of our lives as being fraught with evil or impurity. It's a life-hating and world-hating perspective.
In my interpretation, the statement is one which acknowledges that the earth and the starry heavens are parts of a single whole, as are we. There is no reference to or reliance on something or some being which transcends the universe (and is therefore unimaginable and inconceivable). At the same time, though, there is an acknowledgment that the universe includes not "merely" us and the world as we know it, but may include much more that we have yet to encounter and will encounter someday, perhaps even after death; something among the "starry heavens."
As science indicates more and more that life exists throughout the universe, and that life here may be the result of the transmission of the elements favorable to life to our planet from other places, the reference to being a child of the starry heavens may be even more appropriate than the followers of Orpheus knew. Regardless, the phrase speaks to a form of religion or spirituality which is naturalistic, and a divinity which is immanent, also a part of the universe.
This seems to be the Stoic view, if Stoicism is as some claim a kind of religion, or a religious philosophy. It seems to have been to such to Epictetus and even Seneca, though the "thoughts" of Marcus Aurelius are ambiguous in this respect. Nevertheless, Stoicism generally at least in ancient times accepted the idea of Providence and a Divine Reason, present in the universe as a kind of matter.
There is a basis for a spirituality, a religion perhaps, which involves reverence for the universe and its creatures and is not dependent on a belief in something apart from the universe, i.e. apart from all we know and can know. I think one religion, one God, may be considered more reasonable than another even if not subject to proof. One that doesn't require acceptance of what cannot be experienced is prima facie more reasonable than one which does.