I'm not sure if I can help you with if it's hard to pronounce because of the fact that I have a friend named Anaïs and therefore am accustomed to it.
She spells it with the accent, Anaïs, and constantly has to correct people to put it there. Also she pronounces it ah-nah-EES. I had never heard it as ah-NAY-is until I came on here.
I don't think that the accent would be required at all. And I don't think that it's too pretentious at all.