Some 17th century Puritans certainly did: Praise-God Barebone for one but it may not have been that common a practice - see Hello, I’m Zeal-of-the-land Busy: Satire and Puritan Names | Dictionary of Medieval Names from European Sources
And I’ve found on Ancestry the rather splendidly named Mahershalalhashbaz Sturgeon. There are a handful of other Mahershalalhashbazes too.