Our grandad, as a boy, was a big fan of Lajoie.  He always pronounced it "la-JOY," but then again, 
he learnt it before baseball was on the radio, and our whole family always mispronounced 
their own actual German surname, deferring to some Amurricanized version.  And yes, "la-ZHWAH" 
would be correct, but his family, too, is free to mispronounce it which ever way they prefer.  
We pronounced Goudey "GOO-dey" for decades until this discussion started.  Once, in Europe, 
a group of us bumped into NHL player Doug Houda and had lunch with him at the Louvre.  We had 
poutine, and a salad with gouda and croutons.  Of course, each of those things is a noumenon, 
so make what sense of them you can.  
https://www.youtube.com/watch?v=daw6UhG0tSk  
We're on the Canadian border, so anytime we don't hear a Canadian pronounce "about" as 
something between "a-BOOT" and "a-BOAT" it's confusing.  Similarly, "house" is somewhere 
between "hoose" and "hoce."  And a significant proportion of the many Canadians we know 
personally punctuate most sentences with "eh," eh?  
Of course, a name doesn't have to be French or Italian or Chinese to be tricky to pronounce.  
Featherstonehaugh, ferinstance, is "FAN-shaw."  Here's the final word on the subject:  
https://vimeo.com/453489053