john wesley is normally translated as 約翰 (john) 衛斯理 (wesley). nowadays, the methodist church in hong kong is called 循道衛理會.
imo, "偉思禮" is just transcribe phonetically the sound of the name "wesley" to chinese. it's not a courtesy name.
here's an example of name (名), courtesy name (字) & art name (號) of "non-chinese":
the german jesuit Johann Adam Schall von Bell (1592-1666), in chinese
his name (名) was "湯若望", which was transcribe from "johann adam"
his courtesy name (字) was "道未", which was derived from the verse "望道而未見之" in the book 孟子.
the rationale is at that time, chinese people thought that their kingdom is perfect, all foreigners are barbarian, so when johann adam arrived, they thought that he's a monk seeking for tao (望道), but he's not yet learnt (而未見之). that's why they assign "道未" as his courtesy name (字).
"道未" is to declare "seeking for tao, but not yet finished", it had no connection with the name (名).
further, he had an art name (號) as "通玄法師", which is not mentioned in the wiki.
the art name (號) "通玄法師" is assigned by the emperor, cause his calendar was better than the chinese one.
have fun :)