I'm not completely sure. My guess is not. At my knowledge, most of the countries have simply a naming law (in general very similar).
Theorically, Portugal has not a list of preapproved names but a naming law, but in practice the list of accepted names after a trial (plus the common and usual names) act as preapproved names list by most of civil servants. But that is a problem of abuse/habit, not a mandatory requirement.
Similar types of habits and abuses appear (or can appear) in the rest of countries, but just as other habits and abuses related with any other civil law.