IMO, a nickname can be anything you want. If you want to go by Bunnykins or Ball-o-fire, I really don't care as it's totally your choice, and not something that has any legal status anyway. And going by a name that you might have been called is even more reasonable than Ball-o-fire!
Katherine is a great name and there are so many nn possibilities. I love
Katya and
Kitty and
Kate, or you could even go by
Hecate!
Anika or
Keanna could be
Anna -
Katherine smooshings.