Initiation is not necessary. You can do it, but the purpose is in fact your vow to do the work, not unlocking the doors. Though mentally it can be used to manipulate your mind into believing it.
Baptism can be done in thousand ways, many completely invisible by surroundings. You can also make rite of passage in many ways. Even some that cannot be taken back, like circumcision, or a tattoo, but such rituals, if you want them to be serious, have to be taken seriously for sure.
Though honestly I consider baptism to be just a "membership approved" ritual of Christianity rather than much else. Real changes usually do not happen planned ahead...
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I made a video on the topic of value of initiation rituals, if you are interested...