I have a nasal vowel in my name that, so far in my life, only French and Portuguese speakers have pronounced properly.
I learned English in the US young enough that no one guesses I'm not native, and I anglicized my name so that it could be pronounced easily. It is what I go by.
I introduce myself with this adopted pronunciation. People often ask me how to pronounce it in French, so I tell them, but reiterate that I go by the anglicized pronunciation.
Inevitably, those folks start using their wrong attempt at French and I have to correct them and tell them I go by the anglicized pronunciation.
Edit: strong feelings had, obviously.
I will say though, I'm perfectly fine with people not being able to pronounce my name, and I do expect the same courtesy in return. I'll give it my best shot, but if it's not happening, it's just not happening.
Whatever the outcome, I'm just pleased that that particular conversation has come to an end.