The J is exceedingly rare in normal English text (see the Tarmak discussions for instance), so it's no surprise if it's more common in names. This letter could be problematic if you do type it often; Dutch people have reported that for instance (they have a lot of IJ digraphs and more). One suggestion for a minor change if the J feels problematic, is a "Mod-DH"-type switch: Swapping two index-finger keys is seen as a very minor layout change that will only disrupt your typing for a short time in a not too serious way. One major advantage of this kind of swap is that it won't disrupt Colemak's excellently low same-finger bigram frequency. But of course, the other index-finger keys are more common than J in English so choose your poison wisely!
You'll be pleased to know that the V is already placed in a slightly "too good" position for its frequency in Colemak, to keep the the Ctrl+Z/X/C/V shortcuts intact. So if it's more common in names, Colemak should accommodate that just fine.
According to the Mod-DH "crooked line" of thinking, so is the K. In my DH-mod, I switch the H and K from vanilla Colemak to improve the H's position.