The funny thing about the Korean Orthodox Church is, all the faithful have Greek names (since the metropolitan is Greek and the metropolis is under the EC). So there's a strange group of folk in Korea named Andonios, Varsunuphios, Constantinos, etc.. It's pretty funny when you think about it.
That's how it has started everywhere. A little awkward at start but once people get used to that it becomes normal. I don't think "James" and "John" were regular names for Slavs and Celts either before their cultures were baptized.