Snopes doesn’t directly address this, but they repeat the “Unnamed until a trip to Mexico” story in passing, without saying that it’s false. This jives with what I remember hearing back when she was in the Olympics.
My dad couldn’t get his act together to give the name to the hospital before they left, so the hospital put “Baby” on the birth certificate.
If only they had just put asshole! Would have saved a lot of time.
I grew up with a large family who actually put the numerical order of their babies on the birth certicicate of each child. Like One Jones, then Two Jones, and so on.The kids then picked a name (or two) when they felt ready. Until that they were called by pet names, even by non-family. Actually, it was very cool. One of the girls grew up with the name Punkin. The oldest, a boy, was called Dancer (or just Dance) because he liked to dance.
The nuns at school had a hard time with it, though, and called them "miss’ and “master”, IIRC. 
I hope someone from that family reads this. I’m Squeaky, or Curly, if you do. 
Peace,
mangeorge
Or maybe George Foreman.
Is she related to BEATRIX Potter?