I pronounce my name [‘hɛnrɪsən ‘ʃjɛ].
If you’re curious:
My first name can be thought of like “Henry” with a suffix “-son”. Common mishearings of my name include “Harrison” or “Henderson”. Potentially confusing is also the fact that my first name is not a patronymic; as far as I know, I do not have any ancestors who I might be named after.
By far, however, I seem to get more questions about my last name. It’s easy if you know how to say “Thank you” in Mandarin (謝謝/谢谢) because it is simply the unreduplicated form of that expression. In Mandarin, it’s pronounced [ɕie], but [ʃjɛ], [sjɛ], or [ʃɛ] are fine approximations in English. To those unfamiliar with IPA, I usually say: “Shh” followed by a “Yeah”. In a pinch, you could also say “Shay” [ʃej].
The spelling I ended up with comes from the Wade-Giles romanization system, which used to be the standard for scholarly work on Mandarin Chinese, and is the system generally used by people from Taiwan (where part of my family is from) to romanize their names. Elsewhere, you might see this family name is romanized as Xie, Tze, Sia, or Seah (to name a few possibilities). If you’re curious, you can read the relevant page on Wikipedia.