The variety of names for the character to which this applies is almost as extensive as that for Satan, his occasional foe. From Joshua to Jesse to Jesus, the language and transliteration makes for a grand swathe. One of the more interesting variations is that which comes with its own theology. Using the hebrew, and inserting the letter 'Shin' in the midst of the 4 for the name of the God, one arrives at YHShVH, transliterated as Yeheshua, and explained by the faithful in fancy ways to relate the two, and sometimes the Trinitarian Holy Spirit besides.
Jesus is the main character in most gospels, and Yeheshua is the supporting character in the Gospel of Satan (whose star is of course the Underworld demon).
Most Satanists, having had the religion and ideologies featuring Jesus as the front man shoved down through throat from an early age, reject and oppose this Zombie Master. They explain that Jesus wouldn't allow this type of religion if he were both good and powerful, and so he deserves their opposition to everything perpetrated in his name. A good number resolve that he was a living human being blown out of proportion and separate the man from the villainy.
In Demonic Satanism
While Demonic Satanism has no dogma about the Christian Saviour, exponents of this faction of Satanism, particularly the Grand Mufti himself, are fans of the Jesus character, regarding him as a tool or symbol used to encourage kindness and peace-making, friendliness and forgiveness. With no reliable contemporaneous corroboration relating to the aggrandized Jesus the Christ, he is esteemed a legendary figure or import insofar as he catalyzes good will and charity, but a complete adversary when the Christians take up arms and talk about Armageddon.
In the Gospel of Satan
Jesus' role in the Gospel of Satan is as a loyal godson to a tyrant whose zealous commitment is not matched by his wily intellect, and so he is duped by Satan into creating Christianity and becoming an Underworld hero, where he continues to dwell to this day.