My great-grandfather came to the U.S. with two sons, Alpo and Ariante. Alpo in particular got a lot of grief about his name.
He mostly just called himself "Al", but I loved watching the scene play out when he had to give his legal name. He would say "Alpo", and the person behind the counter generally would give a visible start. Then grandpa would nod and say, very matter-of-factly, "Like the dog food." It instantly turned his name into a non-issue.