Jeez. Jesus. Any other form of the name. Jesus is the anglicised form of the latin for this name, which is in turn a take off of the greek form of the name given to this fellow (some take it one step further back to hebrew). For the record, this name is never found once in the entire xtian bible!
If you dont want to use this name in any of its forms, you should probably refrain from saying the days of the week too. Thursday for example is just the anglicised version of thors Day with thor being the greek god of something or another. In fact, I would suggest saying thursday is worse than saying jesus. (boy, this discussion has come a long way from the nasi program!) Go with yom rishon, sheini etc..