I can relate, I'm almost at the end of the same "process". Originally from eastern Europe, moved to UK 8 years ago, acquired UK citizenship (kept my original one too), changed my full name in UK to a western sounding one. Currently at the stage of getting UK passport with UK name and keeping old name on original passport - the process is not exactly straight forward, but possible due to certain "loophole" in the law. This way I will (hopefully) effectively have two official identities, won't look like a weirdo when I'm back in my homeland and won't have to spell out my original name for the thousandth time on the phone when I'm in UK. Despite of what some people will tell you, prejudice is real, so if you feel like a cosmopolitan - change your name, it's not a big deal. Don't worry about absence of history if someone "googles you", in the end you will win more than you loose.