First, I am sorry for your torment
I once worked with a guy named Karl Marx, so it could be worse!
I think this would be a perfectly good theme to do with famous people's names! Realise that you're asking about two very different things:
(1) Pun on a famous person's name
(2) Pun on your own name, or including your own name in a puzzle.
You seem to think these are the same but they're very different. In order for a pun to be fun, it has to pun on some commonly-recognizable thing.
Also, you seem to think that an editor won't notice that a puzzle submitted by Fritz Light contains the words FRITZ and LIGHT, but I think they would notice. And they might consider it a negative (i.e. egotistical). But, punning on famous people's names, that would be totally appropriate and much more fun.