Ajay, pronounced A.J., is an Indian male name, so I think you had a lucky escape!
In Afrikaans,
Angela is routinely spelt and pronounced Engela (without the J sound, just the usual -ng). But to my knowledge they don't use the long form that you've got.
How do you feel about it - glad to be different? Or is it a bit boring having to spell your name every time and handle the questions?