Oh. And rather.
The preferred pronunciation of pseudonym is sue-DO-nim, in all dialects. Anything else is just a boorish slur, really. So on the whole, not so clever, after all. A list of alternate suggestions, which are far more accurate, and likewise, much more in suit with your intellectually snobbish tastes:
Sue Donim
Sue Donym
Sue Donimh (If you're feeling ethnic)
Sue Donehim (A double entendre as well! Imagine all the friends you'd make!)
Etc.
Honestly, if you're going to be anal about it, at least be accurate!
That's all you get, I'm afraid, I'll have to charge for any further tutelage.