Amazing Grace is indeed appropriate for an infant baptism, or for a person’s baptism at any age. In Christian theology, sins are forgiven and one is born into the faith at baptism, and just the word “grace”–God’s undeserved, unearned and unmeasurable love poured out for the human race–is enough to make this hymn appropriate in a Christian service. Pluck away, smile and have fun! To keep the baby calm, you might consider playing in the upper octaves of the harp, like chimes in the child’s nursery.