It depends how easily your name can be pronouced

For example, names start with Q, X, Zh, it will give Lao Wai a hard time, if your name can be relatively easy to pronounce such as "Jin Si" (an example), then there is no need to use an English name.

Alternatively, you can pick an English name that sounds similar to your Chinese name.

Or you can use the initial, lots of LaoWai do that, like "CJ", "JJ", "CK", "LJ" etc.