There have been rumors about Blair, but I haven’t seen any official word. The rumors surfaced when he was PM and many said he wouldn’t do it while PM since it would amount to abandoning the official state religion. I believe he attends RC mass with wife and kids.
Regarding W, the answer is ‘no’. Perhaps you’re thinking of Jeb Bush who did convert.
Vatican hails Blair Church switch
Thank you , yes that was it. But I am certain that Blair did shortly after Brown took over.