I'm too young to have solid data on this... Did Björn Borg pronounce his name the Star Trek way or the native way, after becoming famous?
Here in Finland, film director Lauri Harjola got fed up with his provincial name and became Renny Harlin of Hollywood. Too bad the local media continue to consider him a Finn - so his new surname doesn't get pronounced in the masculine manner that evokes Harley-Davidson and so forth, but "har-LEEN" as the natives would have it.
As far as I know, he never changed the pronouciation of the name. He used the Swedish pronouciation at home and the English one abroad.
But a fun fact is that he liked drugs. Just as Braga and Moore who wrote the joke