It's always difficult to transcribe the correct pronunciation of a largely foreign name. Techically, Leni falls somewhere between "Lainie" and "Lenny." Most speakers of English would likely say the former as an approximation of the German name. If you've studied French, German, Spanish or almost any of the commonly taught European languages, you likely had a teacher point out to you that "long" American vowels tend to be diphthongs (i.e. they have a bit of an "off-glide"). Long vowels in the main "Continental" languages tend to be tenser or "tighter." Thus technically, Leni Riefenstahl's name is not pronounced quite the same as Lainie Kazan's. On the other hand, that's still a bit closer than the more masculine sounding "Lenny."