I try to say it exactly like they say it.

I had a coworker named Mahmoud, and all my native-English-speaking coworkers heavily anglicized the pronunciation, removing the throat-clearing sound of the h, and changing the first vowel to the a in “math” rather than the a in “wall”. Whenever I spoke to him, I tried to copy his inflection as best I could, and and he seemed delighted, but I never clarified if it was about my pronunciation.