Here's an excerpt from an old MCO (Walter Korn), where the question about how to spell "Nimzowitsch" opens the section on the Nimzowitsch Defence.
The most misspelled players of all time

Nezhmetdinov and Kasimdzhanov should be on this list somewhere, and perhaps Polugaevsky for good measure.

Capablanca, (or translated the white cape,) is that name allways spelled correctly ?
Almost always, I imagine - how else can it be spelled?

I quote from The Oxford Companion To Chess : ... around 1920 he was able to leave Latvia... ...his name, originally of four syllabes ( Ni-em-zo-witsch, meaning " from Germany " ) was spelled without an "e" on his travel documents; overjoyed at having a passport at all, he accepted the new name...

Alekhine though has the greatest delta between spelling and pronunciation.
Euwe has gotta' be a close second.

Haha @bigpoison I forgot about him. I agree though, it is close and he is second. It's not so clear when you first read it how to say it. So I just always said "you-ee", always knowing there was probably a "correct" way. Probably like a lot of people.

I think Carlsen/Carlson wins, he seems to be misspelled about one in three times. And his name isn't even transliterated, or hard in any way. And he's the world #1 player and he's still misspelled all the time by people who have no trouble writing Nepomniachtchi.
the way you can tell that it is Carlson is that he is swedish therefore his family name ends with son. if he had been danish his name would have ended with sen.
nearly all swedish last names ends with son. and nearly all danish last names ends sen.
Then one I can never remember is that Medznetinov, or whatever his name is.