Well, I don't have a difficult name, but where I live it's pronounced different than in my origin country. And I mean very different, with another entonation and even sounds that the current language doesn't even have, so no use for me on correcting anyone
My surname is also foreign so I always, ALWAYS have to kindly ask everyone to make sure they have written it properly. There have been many times when I had renovated official documents misspelled and had to give them back
But the thing that actually bothers me, more than wrong pronounciation, is when people shorten my name without even asking permission first. Really, random people who just got introduced to me, and they take such liberties?
Excuse me?! I don't like my name being nicknamed, thank you very much, and you would know that if you minded your manners and asked first.