God bless you on your journey!
However, I’m not sure you are honoring your parents best by hiding things from them. I agree that you shouldn’t throw things in their face or anything, and if they want you to continue going to the Baptist church (at least for a while) that’s OK, as long as you have not become a Catholic yet. It might be necessary to delay your entry to the Church until you leave home, but I am sure that God will plant it in your heart when it is time.
This excerpt from the Catechism might help:
[quote=CCC #2217]As long as a child lives at home with his parents, the child should obey his parents in all that they ask of him when it is for his good or that of the family. “Children, obey your parents in everything, for this pleases the Lord.” (Col. 3:20, cf. Eph 6:1) Children should also obey the reasonable directions of their teachers and all to whom their parents have entrusted them. But if a child is convinced in conscience that it would be morally wrong to obey a particular order, he must not do so.
As they grow up, children should continue to respect their parents. They should anticipate their wishes, willingly seek their advice, and accept their just admonitions. Obedience toward parents ceases with the emancipation of the children; not so respect, which is always owed to them. This respect has its roots in the fear of God, one of the gifts of the Holy Spirit.
In this case, it would be morally wrong to completely halt your journey to the Church if you feel God calling you to join it. If you come to know that the Church is “founded as necessary by God through Christ” and you refuse to join it you are putting your own salvation in jeopardy. (see CCC #846) So, you are not obliged under obedience to stop attending Mass, or talking to Catholic friends, or what have you.
However, in respect to your parents, you might want to talk to them about it just once more, and tell them that you feel that Christ is calling you to the Catholic Church, and you aren’t making any moves without a lot of prayer (I imagine this is true already, but if it isn’t true, make it true before you talk to them ), and so if this is not the right move, God will let you know. If it is the move that God wishes you to make, you know that they would never oppose it, so you will be attending Mass weekly and keeping up with your Catholic friends, but since you know it hurts them, you won’t talk about it to them at least for a while, but you wanted to let them know what was going on, so they didn’t feel like you were going about it behind their backs.
You know your parents best, but with limited information, that is my recommendation, FWIW.