Since the late 70s the name has been used in
France.
http://www.prenoms.com/recherche/prenom.php/fiche/margaux
So it seems that
Margaux Hemingway was a trendsetter in that respect. It is also said that she changed her name from
Margot to
Margaux not only because she wanted to get the French pronunciation straight, but also because she was amused to learn that she had been begotten after her parents had consumed a bottle of wine from the village of
Margaux.
Andy ;--)