I like the name Julian in English, with the "J" sound. But Yul-ian does sound odd and not typically Nordic. I remember playing water polo in college (it was a club sport then) and we had a girl from the Netherlands. She said her name and all I heard was "You Ditz." I thought that was so odd, and it took me a while to realize she was pronouncing her name in her own language (why not, of course) and it must have been the Dutch version of Judith. I'm sure she didn't realize how the pronunciation sounded to American ears!
This made me laugh, because as soon as I read your "You Ditz" I immediately had to think of Judith
Perhaps because I am Dutch myself.
In contacts with Dutch people and of Dutch origin abroad, I often hear comic stories about 'Dutch' names and differences in the pronunciation of names. For example, some names are difficult to pronounce for people who do not speak Dutch. We also have first and last names that can be hilarious in other languages. For example Dick, the surname Kok / Cock / De Cock / etc and the great Frisian name Fokje Modder. But I think this is true for several languages