In my last playthrough I renamed Dagger as Garnet because I'd really grown to dislike the name Dagger, regardless of its symbolism.

Otherwise, I'm a boring sod and tend to keep them as their defaults. I'm pretty sure Nemesis the Warlock mentioned in the past that he would name Amarant 'Bumrash' so that he would introduce himself as 'The Flaming Bumrash.'