Adolf Harnack (1851-1930), The Mission and Expansion of Christianity in the First Three Centuries
, tr. James Moffatt, Vol. I (London: Williams and Norgate, 1908), pp. 422-423:
As inscriptions and
writings testify, Christians in East and West alike made an
exclusive or almost exclusive use of the old pagan names in their
environment till after the middle of the third century, employing, indeed, very often names from pagan mythology and
soothsaying. We find Christians called Apollinaris, Apollonius,
Heraclius, Saturninus, Mercurius, Bacchylus, Bacchylides,
Serapion, Satyrus, Aphrodisius, Dionysius, Hermas, Origen,
etc., besides Faustus, Felix, and Felicissimus. "The martyrs
perished because they declined to sacrifice to the gods whose
names they bore"!
Now this is remarkable! Here was the primitive church
exterminating every vestige of polytheism in her midst, tabooing
pagan mythology as devilish, living with the great personalities
of the Bible and upon their words, and yet freely employing the
pagan names which had been hitherto in vogue!
The entire discussion on pp. 422-430 is worth reading. See also
M. Depauw and W. Clarysse, "How Christian was Fourth Century Egypt? Onomastic Perspectives on Conversion,"
67.4 (2013) 407-435.