I am not aware of any primary sources that depict this manner of conversion. The primary ways that Christianity spread through the Norse was through "forced" conversion of the rulers as a condition of peace or through missionizing campaigns. The Great Heathen Army was supposedly dispersed after Alfred the Great oversaw the baptism of it's leader Guthram, according to Alfred's biographer Asser.

Now that is not to say that there is no precedent for conversion through the private or domestic sphere of life. The first Christian king of the Anglo-Saxons was converted by his wife, according to Bede, who was herself a Christian. He also mentions it working the opposite way in the case of a king from East Anglia.