The Religion Project has suspended addition of new categories until they can get structure changes in place. I believe the use of Dioceses is going to be discontinued or reorganized, since it creates extra layers of categorization that we do not really need in order to group profiles.
What you should use is [[Category:Catholic Priests]] which could be subcategorized by location, using the Location, Theme naming convention. So, the way to do it would be [[Category:Baden-Württemberg, Catholic Priests]]. This is an occupation category and would have the parent categories of [[Category:Catholic Priests]] and [[Category:Baden-Württemberg, Germany]].
If you wish to group them for your own research purposes, you can create a personal category, such as [[Category: Straub-620 Catholic Priests of Baden]]. Another alternative is to create a free-space page for Catholic Priests of Baden, and add their names (with links) to it and/or any details about their parishes, missions, etc.