Character name references in Twin Peaks

That's an interesting connection, however, I don't know that it was an intentional reference. Likely, Lynch might agree it was part of his subconscious while creating the show, but apparently it was Lynch's tribute to the restaurant chain, Bob's Big Boy:

Frank Silva, who plays BOB, says the name is Lynch's tribute to Bob's Big Boy, the place where he had the same lunch every day for years.

From Lynch's book "David Lynch: Interviews":

I like things to be orderly. For seven years I ate at Bob's Big Boy. I would go at 2:30, after the lunch rush. I ate a chocolate shake and four, five, six, seven cups of coffee--with lots of sugar. And there's lots of sugar in that chocolate shake. It's a thick shake. In a silver goblet. I would get a rush from all this sugar, and I would get so many ideas! I would write them on these napkins. It was like I had a desk with paper. All I had to do was remember to bring my pen, but a waitress would give me one if I remembered to return it at the end of my stay. I got a lot of ideas at Bob's.

This may be speculation, or merely what Frank Silva (who plays BOB) was told by Lynch, however, considering his origin myth, it makes some sense as a play on what Leland has become now that he is a "big boy" and basically owned by BOB:

When Leland Palmer was a boy, BOB lived near his grandfather. He taunted Leland, asking "do you wanna play with fire, little boy?" BOB subsequently possessed Leland.
(From: http://twinpeaks.wikia.com/wiki/BOB)

Apparently, BOB was not originally part of the show as Lynch conceived it, per, "The Terror Of “Twin Peaks”: His Name Is BOB" by Matthew J.X. Malady:

“In the beginning,” as Lynch noted during a talk he gave in Seattle a number of years back, “there wasn’t any BOB.” While shooting the pilot in an Everett, Wash., home that would be used for the Palmer residence on the show, a member of the crew joked to Silva, the set dresser, that he needed to make sure he didn’t trap himself in Laura Palmer’s room in the process of setting up for a scene. When Lynch heard the comment, it triggered something. “In my mind,” Lynch continued, “I see Frank locked in that room. And I went rushing in to Frank, not knowing why I rushed in, really.” He asked Silva if he was an actor, to which Silva answered in the affirmative. “So I said, ‘Frank, I think you’re going to be in this scene.’”

Lynch then filmed the takes, first broadcast during season one, where Silva, as BOB, crouches down at the edge of Laura Palmer’s bed, “but I didn’t know what in the world, you know, Frank was doing there.” Later that night, Silva (who passed away in 1995) seemingly ruined a perfect take featuring Laura Palmer’s mother by accidentally standing in a spot where his image was reflected onto a mirror behind the actress playing Mrs. Palmer. The occurrence seemed to cement things for Lynch, who saw it as something that was meant to be and included the botched take in the final cut.

...but you are correct that his "proper" name is "Robert":

The first insinuation of BOB occurs in the series pilot, when Agent Cooper digs deep below the recently murdered Laura Palmer’s left ring fingernail with tweezers and?—?as we see in close-up detail?—?removes a tiny piece of paper with the letter “R” typed onto its surface. Later in the series, viewers find out the killer was spelling out ROBERT by leaving these letters on his victims’ bodies.

Other than that, I don't think there's any other character names which have any special meaning.

Also as stated in "Room to Dream" Lynch picked up the name Gordon Cole from Sunset Blvd. Room to Dream (p.197):

The name Gordon Cole comes from Sunset Boulevard—in the film he’s the man from Paramount Studios who starts calling Norma Desmond about renting her car. People come up with names in different ways, and when I was thinking about Gordon Cole I said to myself, Wait a minute. Driving to Paramount, Billy Wilder passes Gordon Street and he passes Cole Street, and I’m sure that’s where he got the name. So the character I play in Twin Peaks is named in honor of Hollywood and Billy Wilder.

Leland Palmer is also the name of an actress from the 70's. https://www.imdb.com/name/nm0658336/

lucy moran probably got her name from lucy ball. the twin peaks character mr. mooney evidently got his name from a character on one of lucy's tv series. philip gerard got his name from a character on the old tv series the fugitive. keep in mind there was also a one armed man on the fugitive. harry s. truman of course got his name from the president. dale bartholomew cooper got his name form the hi-jacker d.b. cooper. gordon cole got his name from a character in the movie sunset blvd. twin peaks's insurance salesman walter neff got his name from an insurance salesman in the film double indemnity. the bird named waldo lydecker got his name from a character in the film laura. laura's name came from the title character of that film. ben and jerry horne supposedly got their name from ben and jerry's ice cream. BOB supposedly got his name from bob's big boy.

those i am 85% for certain of. the next ones i am 50/50 about:

in fire walk with me there is a waitress named irene. later another character states her name is irene. it is night and there is nothing good about it; a possible reference to the old leadbelly song goodnight irene.

james hurley may well be named after james dean. hurley may mean to conjuire up harley as in motorcycle.

shelley could be a reference to the poet. mr. battis's name is probably just meant to make people think of a bat, a creature of the night. the icelandic visitor to the great northern thorson could be a reference to son of thor. andy MIGHT be a reference to andy taylor on the andy griffith show; even though the character of andy on twin peaks is much more comic relief like that of barney fife on the andy griffith show.

wally brando is most likely a reference to wally cox who was lifelong friends with marlon brando.

the palmer name could be derived from palmist.

if i remember any others i will send them along later.