As far as I know, Pocholo is not a name. The word "pocholo" is a Spanish expression used to describe a good looking child.
"How cute!" could be translated in to the Spanish slang "!que pocholo!".
If the above is not reason enough NOT to name a child "Pocholo", then perhaps the fact that Pocholo is a famous porno star in Spain, is?
Hope this helps a bit...
Magia.