A lot of this does depend on the last name. Nobody wants to be the twentieth "Mary Smith" in the room, but nobody wants to stand there spelling "Theophilus Schwarzenegger" every time they go to the dentist's office either.
A student in college's last name was Hogg. But pronounced with a long o. I remember the prof calling on him, and his long suffering voice saying "it's Hoag".
Each ends with a hard "g", followed by a soft "g" (like Khashoggi is pronounced)