In 2003, he set up an independent church, Christ the King Graceland Independent Anglican Church of Canada, in Newmarket, Ontario, where he continues to conduct services using Presley's music, with his signature Elvis pompadour and sideburns. Baxter was consecrated on 9 March 2003 in Newmarket by the Rt. Rev'd Christopher Andrew Jukes of Calgary, Alberta, who at that time was a bishop in the Communion of Evangelical Episcopal Churches, using the traditional ordinal of the Book of Common Prayer (1962 Canada). He also established the Federation of Independent Anglican Churches of North America with himself as self-styled archbishop; this organisation was incorporated by Federal Canadian Letters Patent on 1 October 2003.