According to baseball reference there are only a handful of players who have had the first name, nickname or last name of a day of the week. The 2 players with any significant playing time were both outfielders for the Chicago Cubs and both are more known for activities removed from the regular activities of a basbeball player. These players are Billy Sunday and Rick Monday and while they played a century apart from each other they do have some things in common.
Billy Sunday who played in the National League from 1883 to 1890 (1883 to 1887 with the Cubs, who went by the name White Stockings during those years) led baseball in 1890 with most double plays as an outfielder with 11. Rick Monday who played from 1966 to 1984 (1972 to 1976 with the Cubs) led the American League in 1867 with 6 double plays as an outfielder and then in 1974, as a Cub, led the National League in the same category with 5.
Billy Sunday who is still ranked in the top 250 on the all time list for steals (#246 with 246 steals) is best remember for saving souls than stealing bases. He is probably the 2nd most well known evangelist in the United States behind Billy Graham. You can read more about Sunday and Graham by going to my blog HSD.
Rick Monday is also known more for saving although he was neither an evangelist or a relief pitcher.
In 1976 at a game in Los Angeles a father son tandem tried to burn an American Flag. Monday intervened as you can see below . . .