The Nazis categorised people on racial grounds. If someone had sufficient Jewish ancestry, they were dead. Unlike, say, Stalin's purges, it didn't matter what their opinions were: if you totally rejected all Jewish beliefs, you were still dead if you were racially Jewish.
There have always been a small number of people who converted to Judaism. Presumably there weren't many in Germany itself given the circumstances, but in countries only occupied from 1940, there may have been a relatively high number. Was there any consistent policy on what to do with these people?