What some authors do is use hyphens between two elements that are very closely connected, and dashes between elements that are less closely connected. In this case, since you wrote pre-Christian era, it would seem that pre- applies to Christian only, not to Christian era; you could therefore do it like this:
?a pre-Christian–era event
But generally people will also use just hyphens:
?a pre-Christian-era event
However, adjectives compounded from two nouns are not seldom considered ugly. I would never write the above (hence the question marks). And the suffix -based is very often superfluous and ugly. General stylistic advice:
Don't try to put too much information in an adjective; use a clause or post-positional phrase instead, where applicable.
Your sentences will be the more balanced for it, and easier to read. It is much better to recast the sentence in this case:
an event from before the Christian era
a diet with little sodium
I think in almost any context, the word era doesn't add anything in this phrase:
a pre-Christian event
A single hyphen would be wrong here (hence the asterisk):
*a pre-Christian era event
This is wrong, because the adjectival phrases modify the head noun (event) in order, going from right to left:
an event
*an era event
*a pre-Christian [era event]
This is clearly not the intended meaning.