I can't seem to find anything legal showing the change
There may not be any official records. Some people changed their names simply through usage. Earlier eras weren't as stringent with identification documents and in the case of your ancestor it's likely the English-speaking majority would have accepted and preferred calling him Fern vice Paprocki for their own convenience.
Still, depending on where your ancestor lived, you should check courthouse records; other state, county or city records, and newspaper announcements (some jurisdictions require a name change to be published in case anyone wants to object to it or claim an unpaid debt).
When people are naturalized they have the option to change their names as part of the process so national archives may have these records as well.
Many ancestry websites have been buying, storing and reselling a lot of the aforementioned records so it might be easier to start there.
I can't find a naturalization for my grandfather but I find one for my great great grandfather.
If your great great grandfather was naturalized then there wouldn't be a need for your grandfather to be naturalized if they never moved to another country and lost their citizenship between their generations.