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I can't say about the name, because I just legally changed mine so forced my college to change it.
But as for your friends using your name, I would get strict on them on it RIGHT NOW. Especially since they've known you for so long, they are never going to start using your new name on their own, because it's too hard to change an old habit. But just because you are strict doesn't mean you are rude.
I was like that in the beginning too, I didn't want to correct anyone, but after a few months, I had had it. I couldn't stand it. Now I gently correct everyone. It's like a habit of mine. when someone says "<birthname>, could you pass me that?" I say, "<chosen name>. here you go."
So everytime they say my name wrong, I just say my new name. I don't make a big deal of out it and say, "You said my name wrong!" I just simply say my new name and then continue the conversation. Everyone is slowly getting better with my name. I think people don't like to be corrected, even gently. So I know they are trying so that I don't have to correct them. but I just try not to make a big deal of it on the spot.
But seriously, if you don't start correcting them and make obvious to them how important this is to you, they don't want to take the effort to change an old habit.
One thing I really hate is when I told my more distant friends about my name change and they were like, "Could we have special permission to keep using your old name?"
And I had to just flat out say "Um, no." because they need to know that that's not okay with me. My name change IS this important to me. and they need to understand that. And if they do understand that but don't care to change, THEN I'm REALLY going to get pissed at them.