Baby names

Best not. It doesn't sound as if they know and if they do, then they aren't too bothered.
Perhaps he will have a nickname in the not too distant future.

Say nothing directly.

Maybe in casual conversation you could talk about the programme and say something like
" How evil is that .......... ( name) Isn't he a nasty piece of work? "

Some names by association lose their charm, but I think this is the only way you could bring their chosen name up.

The baby's name has to be their choice.

Theres so many films/programmes etc etc nowadays probably everyone’s name is used fir a baddie somewhere in the media.

The series you watch will come and go and nobody will remember anything about it.

I agree that the series will come and go and the name will stand on its own. I would leave it alone.

I'm assuming it's the name of my friend's grandson. It's a nice name and suits him.
I don't even think of the fictional serial killer any more!
I'm sure you won't either in next to no time.

Just been thinking...
Peter
Myra
Damien
Dexter
Lucius
Lilith

...probably lots of them.