Just my thoughts - feel free to disregard:
It's hard to change old habits.
That said, if they are friends, it's not unreasonable to expect them to try and to be sorry when they mess up. If they are trying, I wouldn't read too much into it - it just takes a while to adjust one's mind when the pattern has been set after years of repetition. You've always been the person you are, but to your friends, this is a big change. You've had a lot longer to get used to it! But this assumes sincere effort by your friends and an attitude of overall respect.
I would try to correct respectful friends as gently as possible and in a way that allows them and you to both feel good about it. I don't think that means to ignore every mistake, but, equally, it doesn't mean making a big deal. Perhaps explaining why getting the names right is important, and explaining that your life, as you further transition, will be a lot easier and safer for you if your friends are supporting you by using the right name, which is why you want them to start now.
IF they aren't trying or aren't sincere, I think you'd be justified in being clear, direct, and strong in telling them what you expect friends to call you.
