I was baptized as an infant in the Roman Catholic Church, then received a "believer's baptism" in the Southern Baptist Church at age 15, then I received my true and fulfilled triple immersion baptism, chrismation and communion in the Serbian Orthodox Church last year at age 28.
I was very hesitant to "get baptized a third time", but as I inquired and was a catechumen for some three years, by the time it came around I fully understood the Orthodox theology of baptism and knew it's what I needed. It was also a lesson of submission to the bishop.
Ultimately, one should listen to their bishop, but I also understand not wanting to violate one's conscience either way. Fortunately for me, my bishop baptizes all converts regardless. He even had a former Roman Catholic priest baptized upon entry. Talk about old-school.