I don't know how widespread such conversions are. Because of my literary interests, I happen to know about one small group of conversions, those of prominent Weimar-era authors writing in German, who were atheists and ethnically Jewish, who converted to Catholicism. Karl Kraus, Alfred Doeblin, Joseph Roth and Franz Werfel. I don't approve of their conversions. I don't present these authors as role models. But all four are great writers. Doeblin is -- Doeblin, although greatly admired, is still greatly underrated, he's the greatest writer ever to have written in German, there I said it. Doeblin is the balls. And I'll repeat what I've said on other occasions: being religious is not as disastrous to artists, including writers of fiction, as it is to persons in other professions, because being an artist and being religious both involve constantly making things up.
Doeblin and Roth were Leftists who opposed religion for political reasons. Doeblin was that way for a long time. His one big commercial success as an author was his novel Berlin Alexanderplatz in 1929, he had been active in the Left wing of the SPD since 1920, fled from Germany to France in 1933, then in 1940 from France to the US, settling in the Los Angeles area, where like some other German authors he found some work writing for the movies. In 1941 he and his wife and son were baptized in a Catholic church in Hollywood. He said that he had been very moved when looking at a crucifix in the cathedral of Mende, France, and that he had had a similar experience when looking at a crucifix in a church in Krakow: both times, he said, he had become overcome with emotion when looking at what he called "the rebel executed on a cross." Whatever happened to him when he saw those two crucifixes, it seemed to have played a big role in his conversion. It seems that after his conversion he was in the Left wing of the Church, particularly concerned with coming to the aid of the poor.
Doeblin announced his conversion in front of 200 guests on his 65th birthday in 1943. Most of his friends were Leftists and had remained atheists, and their general reaction was dismay. They felt Doeblin had joined the enemy. Bertolt Brecht had been a close colleague of Doeblin's in both political and literary projects; he wrote a bitterly sarcastic poem about Doeblin's conversion: "Peinlicher Vorfall" ("An Embarrassing Incident").
Joseph Roth's time as an atheist Leftist was briefer than Doeblin's. He was born in Galicia in 1894, when the region was still part of the Habsburg Austro-Hungarian Empire, was a university student in Vienna, the Empire capital, and just a few years after the Empire ceased to be 1918, Roth became disillusioned with the Soviet Union, and began to say and write the most remarkably euphoric things about how the Catholic Church unified all mankind, and how the very Catholic Habsburg Empire had united the many nationalities under its rule. (Very few members of the non-German nationalities under the Habsburgs ever seemed to find the Empire particularly benevolent.)
Karl Kraus was born in 1874 in what today is the Czech Republic; three years later he family moved to Vienna, and he lived there the rest of his life, until 1936. In 1899 he withdrew from the Jewish religion; in 1911 he converted to Catholicism, and in 1923 he left the Catholic Church. Unlike Doeblin and Roth he wasn't a Leftist. But he also was never a conservative or Right-wing reactionary either. He preferred to ridicule any and all parties whenever he felt they deserved it, and he seems to have similar problems first with his family's Jewish faith and then with Catholicism.
Franz Werfel was born in 1890 in Prague, which -- let's all sing it in unison -- at that time was part of the Habsburg Empire. He settled in Vienna after WWI, converted to Catholicism in 1929, was rescued and hidden from the Nazis by the nuns at Lourdes in 1940, promised those nuns to write a novel about their cloister, and did: Das Lied von Bernadette, published in 1941.
That's only just about about all of the most prominent Jewish authors of their time writing in German. Whether this is all just a coincidence -- four people; that's a rather small sampling for statistical purposes -- or whether there were many other German-Jewish authors of the same era, less prominent, unknown to me, who also converted to Catholicism; and/or many other German Jews from other professions who converted -- I don't know. There is one prominent German-Jewish author of the same generation, Lion Feuchtwanger, who, as far as I know, never became Catholic. Feuchtwanger collaborated on a few pieces of writing with Brecht (who was not Jewish), was pals with Doeblin, joined the Los Angeles-area colony of German expat writers in 1940. No conversion on Feuchtwanger's part, but the title character of his novel Jud Suess, based on the historical figure of an 19th-century Jewish financier, does have bad dreams in which Catholic Germans and Jews are locked together in a grotesque dance which they cannot stop, in which they are thoroughly and inescapably a part of one another. So maybe there's more than a coincidence here.