CC Madhya 18.207

‘rāmadāsa’ bali’ prabhu tāṅra kaila nāma
āra eka pāṭhāna, tāṅra nāma — ‘vijulī-khāṅna’
Word for word: 
rāmadāsa bali’ — of the name Rāmadāsa; prabhu — Śrī Caitanya Mahāprabhu; tāṅra — his; kaila — made; nāma — name; āra eka pāṭhāna — another Muslim; tāṅra nāma — his name; vijulī-khāṅna — Vijulī Khān.
Translation: 
In this way Śrī Caitanya Mahāprabhu directly initiated the saintly Muslim by advising him to chant the holy name of Kṛṣṇa. The Muslim’s name was changed to Rāmadāsa. Another Pāṭhāna Muslim present there was named Vijulī Khān.
Purport: 

After being initiated, the devotees in the Kṛṣṇa consciousness movement change their names. Whenever a person in the Western world becomes interested in this Kṛṣṇa consciousness movement, he is initiated by this process. In India we are falsely accused of converting mlecchas and yavanas to the Hindu religion. In India there are many Māyāvādī sannyāsīs known as jagad-guru, although they have hardly visited the whole world. Some are not even sufficiently educated, yet they make accusations against our movement and accuse us of destroying the principles of the Hindu religion by accepting Muslims and yavanas as Vaiṣṇavas. Such people are simply envious. We are not spoiling the Hindu system of religion but are simply following in the footsteps of Śrī Caitanya Mahāprabhu by traveling all over the world and accepting those who are interested in understanding Kṛṣṇa as Kṛṣṇadāsa or Rāmadāsa. By the process of a bona fide initiation, their names are changed.