I'm Southern Baptist, and religion is very important to me. Baptist as a name? I wouldn't use it. It is more of a title for a church, and it wouldn't be suitable for a child in my opinion.
This is a name? It reminds me of those Independent Baptist groups who think that creationism should be taught in public schools and that women should all be long-haired housewives with 15 children. It's not a good choice. And if you really do live in Germany and want to use it, please use Johann Baptist, not Baptist by itself.