Looking into it more, it appears you would be correct. For the sake of name recognition however, I'll keep it as "Jesus Volusius Saturninus". Thanks for clearing that up.Wouldn't he be just another Lucius Volusius Saturninus? It is standard procedure for the adopted son to take on all his father's names and keep his nomen (not praenomen) with an -anus. The -anus goes to the adoptee's nomen, not the adopter's nomen. Octavius became Octavianus not Julianus.
EDIT: It appears some of the updates are too far back to update. I'll still go with the above now from how on forever.