Non in Greece you could not be called Christianos because it means litteraly Christian (the religion) Nobody can be called like this... it would be considered a blaspheme, especially 150 years ago. Imagine you are called Catholic as a 1st name. Impossible
Yes it was convenient to marry the daughter of a Constantine... it is a sacred name for a Greek as it was the name of Byzance's last emperor
..
And he named his 1st son Constantine.
But since he married a Russian orthodox...it was very possible to have a Constantine around in the family.
As for George...also a sacred name...St George being a great Saint and protector.
Overall King George the 1st.. did everything perfectly correct ...
Except going out for a walk to Thessaloniki this day alone with only one guard... the rest is history.