Well, you say it Brazilian way, it´s the norm in such situations. Well, if they insist in "guêibrieu" as in https://www.youtube.com/watch?v=xPL7cebKI5o
don´t sweat it, it´s not the end of the world.
In 1994, I remember English-speaking children saying "Romério", and TV game broadcaster would say it with a "funny R-sound", others would get it right, so don´t sweat it, buddy. Nor get ashamed of your Brazilian name sound, no need to anglicise it at the very beggining.