As an adult, I embrace it and answer to my name, as well as any other pronunciations that might be directed my way. I've met a great many more identi-names, as well as many who pronounce theirs differently (but mine, of course, is the "right" way).
Just a couple of years ago I decided it was time to help the common folk strike the right vowel sound with their first attempt. I consulted a dictionary and added an umlaut to my email signature.
Nobody knows what the umlaut is supposed to do.
As best I can tell, it serves to create a brief pause upon greeting, as my greeter mentally estimates just how far wrong he might be in guessing how to say it. Consequently, after the pause, my name commonly is spoken as a question. Even my husband (in humor, I suppose), draws out the vowel sound in a conglomeration of short-and-long sounds that emulate no known spoken tongue.
My mother, the Norwegian who could be to blame for this in the first place, was incensed to see the umlaut printed upon my business cards.