That’s a great question. You still have to Honor your Father and Mother but converting to Catholicism is not wrong. If in case your mother or father asks you to clean your room, and you say ‘No’, that is an act of disobedience and goes against the commandment.
In this particular situation, what if your parents were both members of the Satanic Church and told you not to convert and your father says you have to please your mother you have to attend service at the Satanic Church. (This is an extreme example, by all means I am not saying that your parents are that. Baptists are also our brothers in Christ)
If you make the choice by going to that Satanic Church, you will be disobeying God.
Yet, making your parents happy will be the opposite of what is right.
Prioritize Jesus first, and set your parents aside in this case. Yet, even converting to Catholicism, you need to pray that the Holy Spirit guide you in your process of doing so.
You can’t scream at the top of your lungs and pick up a baseball bat and threaten them if they don’t allow you to convert. Rather, tell them calmly and with a loving heart that you want to follow Christ into the Catholic Church. Also mention to them that you will still be their child, and will obey chores, work, etc. You will know by the Holy Spirit as to whether your actions in these type of situations will be an act of obedience.
You will be welcomed Home by God! - Praying for you! (I’m also 19)