That's down to him, he shouldn't be bullied into anything by uncontrolled barbarians.
Hell most people don't like their names, weird or not, but we shouldn't sit back and accept bullying, in kids or adults. It doesn't NEED to be a fact of life, people can be educated and help move society forwards.
Wouldn't it be better to help people move past their outdated attitudes than to shield them at every turn and prevent any progress? It's as simple as:
"I'm Bob what's your name"
"Adolf, my crazy parents chose it"
"no kidding? *shrugs* So did you see the game last night?"
Ok so maybe there might be a laugh in there too but seriously all he shares is his name, nothing more at this point. There's no need for a reaction of:
Adolf? Ugh, Jewkiller, hunt, kill, *throws spear and drag knuckles* Ugh.
Hey if I can manage it I highly doubt there's many people who couldn't, they just might need a little help.
I'll accept if he grows up to goose-step around the house with a mustache whilst draped in a swastika we might have an issue.