Need some 'Find with Grep' help

Hi, all I have a long name directory,
and I want to find all the middle innitials in the names
so that I can add a dot to them.
right now I have the names like this:
Jon A Dow
I want to make them all into
Jon A. Dow
I thought If I could search for the Capitol letters with a space after them
that could work because the middle initials all have a single space following them.
Any help would be greatly appreciated.
PS
First time on the Forum,
if I'm posting in the wrong place please let me know

This was my first reply- for some reason it didn't post-
by the way where is reply button it seems to have vanished
Thanks Jongware!
works perfect for my needs.
I have two more questions (if any one is up for it)
how would I replace the double name with only one instance
of a name so that:
Jon Smith
Jon Smith
becomes:
Jon Smith
is it:  "$1"   ? (according to the logic of my first question)
also I'm looking for an automated way to color the names on the list. (there are more than 8,000 names)
for example: Every other name becomes 50% K and every third name becomes 30% K (?)
any and all answers are greatly appreciated,
also If I'm mis-stepping forum bounds please alert me and I will repost where my question belongs.
Thanks again

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