Well, "Baron" is written in katakana, indicating it's a borrowed word, and the only thing my dictionary comes up with is the English word baron. I can see a team coming up with that on their own.
As for the other riders...
Ryugen (龍玄) was partially explained in-show, as the 龍 (ryu) is "dragon". 玄 (gen), from what my dictionary gives, means "mysterious" or "occultness". However, words that use that kanji have a wide variety of meanings, and only a few include the kanji itself's definition, so I'm not sure. Tentatively I'd say that it means "mysterious dragon", but I don't know Japanese well enough.
Kurokage (黒影) is written with kanji that together mean "silhouette/dark shadow" (kuroei), but separately mean "black" (kuro) and "shadow" (kage).
Gridon is also written in katakana, but was explained in-show, as it's a reversal of "don" and "gri", the Japanese word for acorn.
Zangetsu is written with 斬 and 月, which don't seem to anything together, but separately, 斬 is "beheading, kill, murder" and is used in words that translate as cutting, slashing, beheading, assaulting with a sword, etc. 月 is "tsuki", which is "moon" (or month, but I doubt it in this case). Depending on how "dark" you want to translate it, I'd use something like "Cutting Moon" or "Killing Moon" as a meaning.
Finally, Bravo is spelled with katakana, indicating that it's the English word "bravo".