People sometimes call me Chris which I hate. So when they say it I just say, "Christine..." and they apologise and then move on. They never get it wrong again.
You don't have to be rude about it. You're just correcting their error.
i wish it was that simply! He even asked me at my interview the correct way of pronouncing my name (its not even difficult), but he keeps saying it the wrong way. he's a complete twit!
Just tell him how to pronounce it correctly, he might be your boss, but he's still human. lol I doubt he'll bite!
I spent 23 years correcting people about my name, nobody has ever found it cheeky! Next time he uses your name, just go "actually, my name i pronounced "X" and maybe add an interesting explanation "it's irish/welsh/indian" or "I'm named after X".
Cant you get one of your colleagues to speak to him about you - so that he gets the idea how to pronounce your name? or what about an anonymous note? Or what about just calling him a completely different name e.g. bob or jim?
Or you could just casually correct him next time he says it.