Okay, but it’s no Pussy Galore or Odd Job.
Kilgore Trout
Eustace Scrubb
There once was a boy named Eustace Scrubb and he almost deserved it.
Well, you have to admit, it tells you in no uncertain terms what the dude is all about.
Miss Anne Elk
Zaphod Beeblebrox
(From the Three Stooges):
Hammond Egger
(From Mr. Rogers):
Donkey Hoodie (Don Quixote)
The movie Dr. Strangelove has a bunch, in addition to the title character:
General Buck Turgidson
Colonel “Bat” Guano
Major “King” Kong
President Merkin Muffley
Perhaps my very favorite little bit from the 2016 Doctor Strange MCU film:
From the Australian TV series, Kath and Kim, the no-good beach bum Sandy Freckle, played to perfection by William McInnes. The name is also an apt pun in Australian slang.
And further to that, in the credits he appears as Rock Hampton. Rockhampton is a regional Queensland city, and this is possibly the best made-up actor name ever imagined.
This thread brings to mind the MST3K episode “Space Mutiny,” wherein the riffers make up a series of beefcake sounding names for the hero. For whatever reason, these names and the way they continue throughout the episode have always left me in stitches, crying laughing. Some examples:
- Slab Bulkhead
- Bolt Vanderhuge
- Blast Hardcheese
Here’s a montage of all of them.
ETA: I forgot my favorite: Big McHugeLarge 
My wife loves to watch Hallmark Channel’s Christmas movies, nearly all of which feature leading men with chiseled features and string jaws. I’ve taken to referring to all of them as “Chin McJawline.” 
One of my all time favorites is from Ernie Kovacs - Percy Dovetonsils
On Arrested Development, Scot Baio played the lawyer Bob Loblaw (who had a Law Blog).
And from Bad Santa: “Your name’s Thurman Murman?”
Perfection 
nm, replied to wrong post.
And played by Benedict Cumberbatch, which ought to be a character name except nobody would believe it.
Big Pussy - The Sopranos
whose full name is Benedict Timothy Carlton Cumberbatch, which is obviously his birth name, because no one would willing choose that for themselves.
From the animated classic Shrek, we have Shrek (which means ‘fear’ in German) and the delightfully named Lord Farquad (which sounds suspiciously like a vulgar term of insult).
Dwight Yoakam said the same thing when someone asked him if that was his real name.
Lucy Darling is the stage persona used by magician Carisa Hendrix.