I'm not sure if this is what you're looking for, but Portuguese missionaries successfully converted the Kingdom of Kongo to Roman Catholic Christianity in the 15th and 16th century. The royal family converted in the 1490s and began aggressively proselytizing to their people and Kongo was a decidedly Catholic state for the rest of its independent existence.

I'm not sure if this is what you're looking for because they were converted to Catholicism by the Portuguese, but it was centuries before the colonization of Africa began in earnest.