I pronounce it SIH-doh-nee. I like how sih-doh-NEE sounds, but it sounds awkward when put with MNs.
Pronunciation: SIH-doh-nee:Sidonie CatherineSidonie JaneSidonie AmeliaSidonie LysandraSidonie Charlotte
These all sound fab to me. But when pronounced sih-doh-NEE, the same MNs sound all wrong.