I think Orion is a wonderful name.
Congrats to you and Mum (and Dad I spose!)
I knew a boy at school called Barnabus.
And another called Caspar.
They were both so effing cool. I mean - teflon coated baby.
The only person who would have been embarrassed about their names in the playground would have been the one teasing them. It would have been, "And...?"
I also knew a kid called Steven who was bullied all the way through grammar school
Don't worry bout your grandkid's name, only about his character.