My advice, I think you should strongly suggest (tactfully) that they change their name, if it is disruptive to the game... ie it can not in any role-playing way be explained and is explained (your above captain spider... perhaps can be explained in a role-playing fashion with a self proclaimed captain pirate calling himself spider); and it suspends the disbelief of role-play (or brings us back into the real world/destroys the belief we are in a separate cohesive world). This seems to get me too. Since Paizo also disallows easter eggs in submissions of written adventures (both to not get sued and the above I presume), I could not see them encouraging such behavior as "stupid names". But, hey I don't work for them (though I'd love to, and they'll see some of my submissions for scenarios when I feel like I have a good enough grasp on the system). So don't take my word as law.
happy GMing,
Jeremy
There is not truth, there only is...