@Wondermule - my Mam is a native Welsh speaker and my Dad is English so I'm half English, half Welsh. I would consider me using a Welsh name no different to me using an English one as I'm half and half. No-one ever says to me 'oh, don't use an English name though'.
I consider it rude when someone says 'oh I can't be bothered learning how to say 'Eleri', I'll call you Emily/Ellie/Elle instead'. Or just insists on saying it wrong with no effort made to learn it.
I also consider it rude when someone says 'eurgh, why are you called that?' Or 'your name is ghastly' Or 'your parents obviously don't love you or they wouldn't have called you that' (yes I have had all three of those comments).
A poster recently asked for opinions on four names, two of which were Welsh - Mari and Betsi and she received 'they're spelled Mary and Betsy' comments.
A few years ago a poster asked for opinions on Tomos, Harri and Rhodri and received similar comments. One of the first comments was along the lines of 'please spell them properly'. It's the assumption that the spellings are wrong which is rude, especially with the history of the suppression of the Welsh language and Welsh names. If someone said 'I assume those are cultural spellings but it may be easier to use Thomas and Harry ' that would be different.
There have been other threads of course but those two are ones I remember off the top of my head. You get similar comments on many threads on Irish names too - I recall a particularly unpleasant one where the OP's baby was named Cillian and OP's English family were refusing to pronounce it properly (baby's Dad was Irish) and she got pages and pages of 'it looks like Silly Ann, you should change it' comments.