After the photographer who photographed the family at the Christening suggests a photo of the baby with Robert and Violet, he also has Father Dominic come in the picture, which makes both Robert and Violet a little nervous. Cora asks Robert jokingly if he's afraid he'll be converted when he's not looking. He and his mother manage, as the photograph is taken.
Tom tells Mary he's taken care of the arrangements for Sybbie's christening with the Catholic church in Ripon, so this is where Father Dominic preaches.
Though never confirmed, it is possible Tom attended mass in Ripon when he first lived at Downton, so it is possible he may have known Father Dominic prior to his daughter's christening. It is also possible during Tom's second time living in Downton that he and Sybbie returned to the church for mass.