Several years ago, when DH worked for an online grocery firm, he delivered to the radio presenter John Naughty. It's pronounced "Nockety" for those who don't know.
DH's work partner didn't know and called him Mr. Naughty throughout. He must be well used to it by now, probably does irritate him, but he didn't bat an eyelid and was the soul of courtesy to her.
That's how a decent, well-balanced person reacts to being misgendered or mispronounced.