Well the indian's managed to assert their vernacular pronunciations of Bombay and Calcutta on the rest of the world, and the Turks did with their version of Constantinople, so i dare say you can assert your national spellings on the rest of the world too. If you care enough to, that is.
Personally i like the fact that Milano in English is Milan and in german is Mailand, Venizia is Venice is Venedig etc ..there is history in these different spellings.
I guess I'll have to stop by Heligoland to check it out