[Opinions] Think I've written this before, but (m)
I have a friend whose daughter is named Roxanne. She absolutely *forbade* anyone to call her "Roxy", and was successful-the girl is grown up now, and I can't imagine her anything but Roxanne. So be firm, when the need arises.
The name might be a bit iffy in Australia, where I know you don't live-there's a very popular type of cookie there, called "Tim Tams."