Very Greek First Name with Extremely Scandinavian Last Name

TLDR; my husband comes from an all-American ultra white family and I am from an extremely Greek family (100% Greek, family is all Greek immigrants, my parents first generation, the whole bit) and I’m worried it’s going to look weird having a kid named Dionysios Bjornson.

My husband has embraced my culture, converted to being Greek Orthodox, the whole works, and our children will be Orthodox too. The only “problem” is his last name… I didn’t take my husband’s last name because 1. I like my last name a lot / it has a cool meaning in English 2. I will be inheriting property in Greece and it will make it easier if the last names are consistent with legal documents, etc. 3. I don’t like his last name. It’s an extremely common Scandinavian last name and is very harsh sounding.

I suggested my husband to take my last name because it’s a lot less common, has a cool meaning, our children are going to be fully immersed in the Greek culture (go to Greek school, be in Greek dance, have a Greek nanny, etc). Plus I’m an only child so my last name will die out, but he wasn’t buying it.

Which then leads me to my conundrum - should I pick more ‘American’ names for my kids since my husband won’t budge on the last name? I feel like it’ll look weird having a kid named Achilles Bjornson / Kyriakoula Olafson / Orion Knutson / Theofani Erikson.

Thoughts?