How irritating! I feel for you my IL's are Greek and my BIL STILL asks who my girls are named after . It was expected we would name any children after MIL/FIL - and none after my family...grrrh. We compromised with DD1 and used MIL's name as a middle name and a greek first name. However DD2's name is of Hebrew origin and they still can't/won't say it correctly.
Just make sure you and your DP are on the same page. It certainly was the beginning of us being a separate family unit in some ways. Having said that it can be quite a stressful thing, sounds silly unless you have been there. Good luck!
PS - This is just my experience of my IL's no offence intended to anyone else!

ETA - I also agree with keeping names quiet until bubs has arrived - then they are who they are IYKWIM, no discussions entered into....