Khalsa Raj Karega,
The rules about changing one's name when changing religions are determined by the religion itself. In Sikhism, Guru Gobind Singh said that men are to take Singh and women are to take Kaur. Guru Sahib is silent regarding our first name. While some Sikhs do take a traditional Panjabi name upon taking Amrit, this is not mandatory.
Think of common Sikh first names - Balvinder, Kulwinder, Surinder
The "-inder" suffix of the name is an homage to Goddess Indira of the Hindus.
That is not really a gurmat reference, is it? Yet it pervades within our Panth. Do you believe that those names that praise Goddess Indira belong to people that are somehow "less Sikh"?
Or do you believe that Sikhi is in the values that you live and do?
I have had the good fortune to have once been in a business opportunity that put me in touch with many Indian nationals from all about. When they saw my Christian first name and "Kaur" as my last, they all said the same thing.
"Kaur! You are a Sikh!"
Khoji jee mentioned something that is very important to me - respecting my parents. My father has left his body, my mother is alive, healthy and active. Not only did she carry me for 9 months, but she tried for almost 10 years to have me...and then finally did. She praised God for my birth, and gave me a name that reflects exactly that.
Ik Ongkar.
So, if anyone has any concerns as to why I have a very English and very Christian name...perahps you may want to ask Waheguru jee?
Because - HE was there when I received it.