I was taught in my college Russian classes that пирог and сапог should be pronounced пирок and сапок, but Бог is an exception -- the "Г" is pronounced as a "voiced" letter "Х" (a sound for which there is no letter in the Russian Cyrillic alphabet!). And the vocative Господи! also begins with a "voiced Х" sound -- not a "Г" or "К", and not a normal unvoiced "Х".