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Not me.  I just say "Michael?  Yeah....it's my real first name.  Michael Learned may choose to use her first name, but I don't"
They shrug, and smile.  "Yeah, I guess so!"

Otherwise, so many people are worried about being outed.  I never worry about it, and it is very very rare that it happens.  It's always when I have an old customer return, and ask for Mike.  I look at them, smile, and say "I used to be Mike......some things change.  Now I'm Bev".  Beyond that, it has always been friendly, and now they come back looking for Bev.  I refuse to get all bent out of shape over this.

     That's what I did when they asked for my ID. I'd just say, "Yea. That's my real name." and I give them a "wanna make something out of it look."  Never had a problem.  Its gonna happen before you have your name legally changed.  Don't worry about it.  People are way more excepting today.  If they have a problem then they issues. Not you.