Gundobad was perhaps a Christian, but that was only recorded in Gregory of Tours' History of the Franks in the late-sixth century. Instead, perhaps it is more accurate to term Gundobad's son, Sigismund, as the first Christian king of the Burgundians (not 'Catholic'!), since we have contemporary letters from the bishop Avitus of Vienne that actually talked about his conversion.

It is also worth mentioning that Clovis, at the beginning of his reign, was only king over some Franks, and that he gradually absorbed other Frankish kingdoms during his reign - there may well have been other Frankish kings who were pagan, but our main source, Gregory of Tours, wasn't so interested in talking about anyone but his hero. There is some evidence for instance that Clovis only converted after his victory over the Visigoths (rather than after his victory over the Alamanni), and that Gregory placed his conversion a bit earlier so that his military triumphs can be described as because of divine providence, rather than due to a pagan king's military prowess.

Lastly, the Vandal kings in Africa were definitely Arians, and parts of the confederation were Christian even before their crossing of the Rhine, though as far as I know their political history is less well-recorded than other groups, so we know much less about their kings compared to groups like the Franks. The same goes for other Germanic groups in Germania proper who didn't migrate into Roman territory - as Charlemagne struggled to Christianise the Saxons, I'm sure there were many other large Germanic groups that still followed paganism in his time, so whilst we can talk a lot about some Germanic kings, there are many others that I, and probably other historians of the period too, know nothing about, but that's just my speculation :)