Of course you can change your name....Well that would be my solution to your perceived problem. Use any old name you like but write your real name clearly on a piece of paper which you keep in your pocket.
At the time in the interview that they ask if you have any questions produce your piece of paper and ask them to pronounce your name.
When they get it wrong.... Explain this is why you used a pseudonym....To save THEM from the embarrassment!
I'm thinking about writing my CV but unfortunately no-one can pronounce my first name so no matter how qualified I am I'm far more likely to be trashed than another applicant. In addition Fionuala is a foreign (loosely speaking) name, again another feature that will get my CV trashed as well as the fact Fionuala is also a female name. Basically I'd get a lot more jobs if on my CV I put Fin C. F. M_______ and so I think that I have the right to do so.
Obviously this doesn't just go for me. If an Alexandria wants to be Alex why can't they? Equally if an Aleksandr wants to shorten his name and thinks Pascha won't cut it then he should also be allowed to shorten it to Alex or Alec if they want to
If you have a female name and want to abbreviate it to sound gender neutral, or have a foreign name and want to use a nickname or abbreviation to make it sound English, then why not? People who object usually already have male or English-sounding names and don't understand the problem. You don't want to be overlooked for a job just because of a foreign name, when you've spoken English all your life and have lived in an English-speaking country your entire life.
I always put my real name then the shortened name I go by in parenthesis between my first name and last name. So yours would be Fionuala (Fin) M_________. That is more professional and well understood. Employer's want you legal name, not a nickname, however the will use the nickname while speaking to you.