"A Christian denomination is a generic term for a distinct religious body identified by traits such as a common name, structure, leadership and doctrine. Individual bodies, however, may use alternative terms to describe themselves, such as church or fellowship." (Wikipedia)
In other words, when J.W.'s are asked what their religion is, they should reply "Christian," not J.W.
By saying their religion is "J.W.", they are denying Acts 11:26 which says that followers of Christ are called Christians.
'Jehovah's Witnesses' is strictly speaking not a religion - it is the name which identifies a religious body or group which is a denomination, sect, or cult of the Christian religion. IMHO.