Unfortunately that is the risk of using a unique name.
I don't think Emma/Emily, Marie/Maria, Sara/Sarah etc are particularly unique names, and PPs have mentioned people not knowing how to pronounce them.
Even if you do have a unique or foreign name, there's no issue with people asking you how to spell or pronounce it and then even having a couple of tries with you there to verify it. It's the people who know your name, but just don't think you important enough to respect by calling you it. And as for the arrogant thickos who tell you that you're pronouncing or spelling your own name wrongly....
Even so, people do like to invent different pronunciations of other people's names for some bizarre reason. British people tend to pronounce the name of the famous Dutch painter as Van Goff. Granted, he's not around to care about it any more(!), but it should be more like Fon Choch (with 'ch' as in loch). Americans usually say Van Go. I can understand if a foreign sound is difficult for you, but why wouldn't you approximate rather than just making something up randomly or missing sounded letters out?
If you struggle with the Scottish 'ch' sound, surely you would say 'Lock Ness', wouldn't you - not just decide that is must be Low-ash Ness or something? Wouldn't you just call the painter 'Fon Cock'?
The weirdest one, I think, is when well-meaning non-Welsh speakers attempt the place name of Llandudno - they'll do their decentric best to approximate the 'Ll' - the unfamiliar sound - as 'Fl' or 'Cl' or just an indistinct back-of-throat retching sound(?!?), but then ignore the correct sounds for the 'u' and the 'o', when if you can say 'tin' and 'dog', then you're fully able to pronounce them. I get it when they don't know that Welsh vowels are pronounced differently from English ones, but I'm talking about people who have heard somebody say the name clearly and correctly and just ignore it.
I had a distant relative who was Polish and had married into the family as a young man, but he was very old when I first met him. I was told his name was Walter. When I commented that it didn't sound a very Polish name, I was told that his actual Polish name was far too difficult for British people to pronounce, so they'd always just called him Walter. His actual name was Waclaw. The same number of letters and not an uncommon Polish name - just tell people to imagine the 'W's are 'V's if they don't already know. It made me sad to think that this elderly man had gone through pretty much all of his adult life being called a name that wasn't his - and had come to accept it - simply because people found it easier to give him a new name and identity than to spend 20 seconds learning how to say a simple foreign name. Even giving it a try and calling him 'Whacklore' would surely have been better than completely discarding his name and replacing it. One of my family members could never get around the French 'Poi' sound and would refer to the (admittedly fictional!) Belgian detective as 'Prar-row', but at least she tried and didn't just call him 'Poy-rott' as if his name was English.
Sorry, that turned into quite a ramble there - but I heartily agree that calling somebody Emma when you know her name is Emily or insisting that it's Miriam, even though she refers to herself as Mariam is just rudeness and arrogance. I'd definitely go down the route of calling them by a completely (ideally opposite sex) name to make the point, until the penny drops and they get angry with you for doing what they've done all along.