I'm an atheist so here goes my confession
Atheists have as much a right to confess their troubles as Catholics, so please go ahead.  I'm willing to listen.
I'm going to cry "Jesus Christ" during sex
While it might be offensive to some religious adherents, it's really just an exclamation of emotion. So long as your partner does not have a problem with you using the name of the son of god in that way, go right ahead and say it.
I'm not actually an atheist, I'm into bearded rich jews.
I'm not sure I understand, since you told me up front that you were an atheist. Even so, what I said before is still true, and you shouldn't be ashamed of saying "Jesus Christ" out loud if it is just an expression of your emotion, as long as your partner's OK with it.