My post-mortem mind-reading capability does not, inexplicably, include Charles Dickens, so as to the word-play involved here @user103188 makes some valuable observations that I won't be able to top. But just in case you were wondering, it is a clear impossibility that "Dolge" is a Christian name, because it isn't Samuel, George, William, or any of a large but finite number of names recognized in English as what we call "first names". At least at the time of Mr. Dickens.
And in light of Peter Shor's comment, I should expand this a bit.
A person's "Christian" name in Dickens' time was the name given to him or her at baptism in whatever Christian church he or she was christened into. No parish priest would have gone along with naming an infant "Dolge" at baptism (because the name doesn't appear in the Bible or is otherwise recognized as "Christian"). I haven't done an in-depth examination of all the baptismal records of Victorian England, but I seriously doubt that any names other than those of great conventionality would be found therein.
But anyone could choose whatever nickname he or she wanted to use -- as long as he or she could get others to go along with it, anyway. "Mxyzptlk", for example. Mr. Orlick, however, is claiming that his "Christian" name is "Dolge". Which as the narrator in the tale is pointing out, is clearly impossible.
Incidentally, I have an ancestor whose birth name was Toom-ya-nem, but who for convenience in dealing with Whites later took the "Christian" name "Joseph".