How would you even do this OP? Just turn around to people you've known all your life and announce you're now Rosa?
I've always thought this when people write about naming their DC so they have options when they're older. Just seems a bit up your own arse and I'd probably laugh.
Rosie is fine and people know you and love you as Rosie. People who don't soon will so it doesn't matter how you introduce yourself 
If you do it though I'd stick to Rose although Rosa is a very lovely name.