That would really piss me off!
I hate it when you tell people politely how to pronounce a name, such as your own or that of your child, but they just continue with their version, or a half-hearted attempt to pronounce it correctly - it's so disrespectful.
I also can't stand it when someone has a name from another country, and because someone cannot pronounce it properly, or is too lazy to try, they say 'I'll just call you Jim,' for example. I think it's fine if someone wants to shorten their own name, or Anglacise it, but I cannot stand it when British people 'police' people's names and Anglacise them for them - it's downright rude.
I've even had close family do this with my DD's name. They can pronounce it correctly, but choose to pronounce it how they prefer. When I questioned one of them about it, she jokingly told me it was the 'East London' way of pronouncing it, as she originated from there. I reminded her that my DD's name isn't hard to pronounce, even though it isn't British, and that she is almost dividing the name into two names as she and 2 other family members place unnecessary stress and a break on the middle part of her name. The response I received is that 'it sounds too foreign when it's pronounced correctly.' This was coming from my Mum, who gave me a foreign name and has told me of the difficulties she had in getting my Grandparents to pronounce it correctly. And now she's being so hypocritical - I can't believe my ears!
Now the 3 family members tend to say it correctly when I'm in the room, but go back to their own ways when I'm not. Very childish.
Theodore is a lovely name. Please continue to correct people who mispronounce it, and instill in your son the importance of having it pronounced properly, so that he is proactive and tells others (including adults) when they have said it wrong.