What is the point of naming me in English way? Look at the following scenario.
Supervisor: ‘Nice to meet you, what is your name?’
Me: ‘My name is Cui Kan, however, you may call me Steve’
Supervisor: ‘Alright, I will call you Steven then’
If you perceive name as a communication tool, then it does not matter with Steve or C.K.
If you perceive name as an unique icon of yourself, then you will insist on your name.
The point of choosing an English name is just to make English to remember you and identify you easily. There is no serious issue such as dignity. Just like Canadian Star Da Shan in China.
So, if you fancy an English name, go for it. If you dislike English, be yourself, but above all, we shall always respect and honour our Chinese identity.