Oprah is known as Oprah or Oprah Winfrey in conversations. I’ve never heard her called Winfrey, except in journalistic pieces after her whole name is used the first time. As we aren’t writing to be published, rather to have conversation, I’d say using her first, or both names, would be correct on a forum. Winfrey would be incorrect here. As are Markle and Middleton. (I read Rousette’s original post on this - she was using Markle to make a point in reference to another post, and earlier post.
I think referring to Meghan and Kate is fine. I would never refer to Kate as wait-y Katy or Lazy Katy, or Meghan as Megain or Meagain, or Sparkles or Markle (or the other nasty names they have for them) as I have seen them both referred to on mn - all meant to be derogatory, and all indicate straight away the biased thoughts and feelings held by the poster towards that person.
Meghan may also be a celebrity, but she is also still Duchess of Sussex.
I also use W&K and H&M - I would not use HAM, as although I don’t think the person who used it meant it derogatorily, it still has negative connotations