The general convention is to transliterate names, that is adapt the spelling to fit the dragon language. In this case, "Christ" would become Krist since the dragon language has no letter "c" and the "Ch" here forms a "k" sound. Accurate sound here isn't a concern with transliteration, so the name Krist would end up sounding like "kreest", a homophone with the actual word kriist 'to stand'.

Alternatively you can transcribe the name, or write it out as it would sound in the language. "Christ" would end up being transcribed as Kreist.