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BJ isn't intuitive for Robert Jay (RJ is though), but if he goes by Beau or Bo and his middle name is well known then I think it could be a problem.
Jay is so short and snappy that I bet it would come up with any name he uses occasionally (maybe not the whole 'Robert Jay' but 'Robbie Jay' or 'Beau Jay'/'Bo Jay' if he goes by that). My middle name is May and my mom can't help but add it to my first name sometimes just because it's fun to say a short name with a one-syllable middle name stuck on the end.