If you hate your nickname, tell your friends once, clearly. Real friends will switch. Notice who doesn’t.

One clear request works as a test all by itself. It separates the people who were being affectionate from the people who were enjoying your discomfort, because the first group simply adjusts and the second finds reasons why they cannot. You only have to ask once to get that information.

Say it plainly and without a joke attached, so it cannot be mistaken for banter: you would rather be called your name. Let a couple of weeks pass and see who changed. Carry on as normal with the ones who did, and draw your own quiet conclusions about anybody who did not.