If it was the very beginning of your working relationship I would correct him. If it’s been going on for a while, which it sounds like it has, I’d probably let it go, especially if he is foreign. Is your name difficult to say in the language he speaks?
I certainly wouldn’t let it irk me. Why not just find it endearing or cute. I don’t know the exact situation obviously, or the exact mistake being made, but if someone is ESL I understand some pronounciations are really tough.
People struggle with my last names and I spend time immediately helping them if I will have an ongoing relationship with them. My maiden name has a letter that is silent. Both names have two consonants together that are never together in English, and people get tripped up.
Teachers used to really screw up my nephew’s name at the beginning of the school year, and my SIL used to get really annoyed, which led to her son getting annoyed, and my response was write it out phonetically for the teacher. They didn’t want to do it, they felt the teacher should try harder. Well, some names are difficult when they look very unfamiliar to the person trying.
I like the idea suggested above to always answer the phone “this is Leslie” so the person hears it from you. If you answer usually with your business name also, drop all of that if you see his caller ID. When some answers with a real long fast sentence with the name of the business and their name it can all much together.