But in Russia, the only middle name is your patronymic name. As such, a Romanov would get baptized as (say) Grand Duke Nicholas Mikhailovich.
I don't know if patronymic names are used elsewhere in Eastern Europe; but to the best of my knowledge, all the Orthodox churches have the one-name policy. In Greece, too, I believe the royals were baptized under single names.
Why, then, did Marie Louise get baptized under two names, in light of the fact that her parents (King Simeon and Queen Ioanna) committed a breach in allowing her to be raised in the Eastern Orthodox Christian faith, not Roman Catholic (like her aunts)?