That would work if one of the characters was from another culture or if the name had only been seen by him/her written down. Because, if you think about it, when someone tells you their name, you hear how it's said, and so to have the a conversation like 'I'm Toirdhelbhach', the man said.
'How do you pronounce that?'
'Tor-thel-vach.'
would look a bit unlikely. RPGs have the advantage here, because, as you say, in rules and scenarios it's expected for the author to tell stuff.