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Willie used to be used more as a nickname but seems out of date rather like Dick or Abe. I think it is still occasionally used in the south, but it is rarely used on its own. Willy (that spelling) is occasionally used to refer to a man's privates. Willi makes me think of getting the willies (jitters).
Fritz - too stereotypically German.
Bent, Bente - Bent is to wordy and broken. Brent works okay though.
Fanny - No. It is slang for a bottom.
Lion (LEE-awn) - If you want that pronunciation, then Leon would be a better bet.
Arian (A-ree-an) - sounds too much like Aryan, which you wouldn't want to use especially if you are German. (I'm sure you know this.)
Christian (KRIS-tee-an) - It would probably end up being pronounced in the English way. It isn't my cup of tea but isn't unusual.