Has anyone here ever done it?
I would imagine it would be a huge pain in the ass, but there could be good reasons for jumping through the legal hoops to change your name.
I once had a young client named "Racheal" who was profoundly embarrassed by the misspelling of her first name. When I suggested she change it, legally, she said she was afraid to upset her mother.
Another time I was working on a real estate transaction where the property had been owned for generations by a family whose last name was variously spelled in legal documents as "Prevert," "Pevert," and "Prever." As it turned out, the first spelling was the correct one, but subsequent family member owners just changed the spelling at various times in their lives (for understandable reasons) without any court recognition. It tied the sale up for months because the names didn't match.