I'm afraid that the bullies are, however wrongly, however unpleasantly, responding to his response
he reacts aggressively
Until this is changed, all the interventions will be in vain. I apologise if this sounds like victim blaming, but it is giving them, the bullies, the oxygen of attention and reaction. Starve them of that, and the teasing will fall away. Contrast that with how he feel if, as PPs have said, the teasing changes to 'what did you used to be called' or worse...
Working on a range of alternative reactions, all much less gratifying to the perpetrators, will be useful in the short term, in getting them off his back and will also show him up as a decent friends, so that other decent pupils will appear and become friends. The actual name is entirely a distraction, don't let your self get distracted by it. Instead, empower with a range of reactions (great suggestions , GarlickGirl and Sugarpiehoneyeye). He will feel way better about keeping the name and working out a better strategy. Reacting aggressively is never going to be helpful, might as well get over that now.
I say this as someone who changed her name in the second day at school. Would have been the first day, but i first had to find out how to spell my second name before i could use it on my books at school. Never mentioned it to my parents, took them ages to notice. The point is all about how to get on with people, and to get the better of anyone who tries to do you down.