I do, but not in the way you mean - I flinch away from it. That was true even before I transitioned or legally changed my name (which was a fun time...), so by the time all my ID was corrected, I'd long since stopped *answering* to it. Now, if I hear that name, I wince and try to ignore it.
Funnily enough, my wife also legally changed her first name, and she has the same reactions; she doesn't answer to it or look around to see who's talking, she say she wants to get away.