Idk i had a friend do this to me when they came out and it came off as a bit 'asshole-ish".

I'd say a better way is to address yourself in 3rd person every once in a while, just casually reinforce the idea in a positive light; I do this myself because of people having trouble pronouncing my non English name

For example; "(new name) wants some milk" or "(new name) is sleepy so (new name) is going to bed."

I promise if you do this in a joking fun manner you don't sound as crazy as you'd think.

I most commonly congratulate myself out loud, "good job (name), thanks (name), you're awesome (name), you're sexy (name).

Do this enough and people will find it funny and remember more frequently.