DOHA, Qatar — Qatar's first Christian church has no cross, no bell and no steeple. And when 5,000 faithful flock to Our Lady of the Rosary to celebrate its historic consecration this weekend, they pray no one will notice. Father Tom Veneracion, the parish priest, is worried about a backlash. "The idea is to be discreet because we don't want to inflame any sensitivities," he says. "There isn't even a signboard outside the church. No signs at all." Qatar's fledgling Catholic community considers its sprawling $15 million saucer-shaped facility a victory. A 15-minute drive into barren desert, it has been...