Hello! I need some help! 
I’ve fallen in love with the name KJ (pronounced [name_u]Kay[/name_u]-[name_u]Jay[/name_u]), without it standing for any ‘full names’ (IE, it wouldn’t stand for [name_m]Kane[/name_m] [name_u]James[/name_u] or something along those lines).
I have no idea how it would be written correctly though! :-? I’ve seen it written as KJ, but then others will write it as K.J.? Seeing as it wouldn’t stand for anything, would the periods be unnecessary?
I remember having a friend many years back called J.J., and as far as remember the Js didn’t stand for anything on their own.
Also would both the K and the J be capitalised? That’s how I’ve seen it written however it defies basic grammar if both were to be capitalised?
I appreciate any answers to this as I’ve searched through google many times and have yet to find a definite answer. 
If KJ is his name, you’ll have the best chance of it showing up correctly on forms, etc. if you don’t have the periods. From my experience working in university admissions/registrar offices, I’ve noticed that punctuation in the middle of names tends to mess computer systems up (although there’s a good chance it will also autocorrect to Kj, with no capitalization on the second letter, which can be obnoxious).
I’d also only use periods if you’re shortening other names—like you said, the periods typically indicate abbreviation.