The only one I know off-hand is “Lee”. Is there a more comprehensive list?
Kaul is a German surname as well as an Indian (typically Kashmiri) one.
You’d necessarily have to discuss Anglicized versions of Asian names to find such names used in English. This means that a few names might have their pronunciation altered to make them more English-sounding. So, you might have an Anglicized Chinese name that works in English, but you couldn’t use the same name in Chinese. (Also, with Chinese names the tone is an integral part of the meaning; the English surname ‘Lee’ doesn’t have a tone, and the Chinese equivalent does.) Some other possibilities, though, are ‘King’, ‘Doe’, ‘Way’ and ‘May’. Chinese names are inherently one-syllable and Western names tend to be longer, so the number of possibilities is limited. In other Asian languages the phonetic structure and the method of choosing surnames is so different that I doubt there are many shared names.
In college, I took physics from Doctor Hu.
I believe Park is a relatively common name in Korea and not unknown in English speaking countires.
Little Nemo picked up on Park, which was my first thought. The Chinese name Kee and the English Key are phonetically the same, including IIRC the tone.
And on a slightly bizarre note, Ohara (without apostrophe) is a not-uncommon Japanese name; there’s an apocryphal story I remember vaguely (and wish I had a cite on) of a full-blooded Japanese man named Patrick Ohara from Nagasaki, born of the 300-year-old Catholic minority there (originally converted by Francis Xavier).
I know a Japanese man with the last name Saotome. He mentioned once that a Brazilian aquaintance had pointed out to him that his last name means “Saint Thomas” in Portugese, although I don’t know if that spelling exists as a last name in Portugese speaking countries.
Depends on how you define “Eastern” or “Western”. Russian is spoken from Kaliningrad to Kamchatka, so most Russian names would qualify.
Lee is an obvious one - it means ‘plumb’ in Chinese. Kim is a common Korean name, also a girl’s or boy’s name in English. There are lots of Filipinos called Gonzales, lots of Indians called Contractor or Engineer - but I guess they don’t count. May is a common western name for girls also found in Chinese - it means ‘beautiful’.
It’s a matter of coincidence - I heard that there is an Australian aboriginal language which uses the word ‘dog’ to mean dog.
The northwestern-India surname “Thakur” is often spelled and pronounced in English identically to the English surname “Thacker”. “Variar” from southwest India is similarly often spelled “Warrior”. Indian “Kumar” likewise => English “Coomer” (e.g., Hari Kumar/Harry Coomer in Paul Scott’s Jewel in the Crown novels).
Grover. It’s my last name, of English origin. It is also quite common in northern India, and I am told it was common before British occupation there.
I am a henna or mehndi artist by profession and I apply bridal designs to many people who find me on my website and never see me face to face until I show up at their house. They assume from my last name that I am Indian, and are ofetn shocked when I arrive 
Young/Yung is an approximate analog.
Do monosyllabic English surnames like Lane, Dayne, Caine, Day, Bing, Lowe, Bowe, and Poe have any rough analogs in (Mandarin) Chinese?
IIRC, Cantonese (unlike Mandarin) allows words to end in “k”, “p”, and “t”. Are there any analogs for English surnames like Sapp, Lott, Capp, Locke, Pitt, Peete?
Er, that should be “plum,” like the fruit, not "plumb as in the pipes or to make level.
Lang is an German surname. Chin is an European surname, I believe it’s English in origin. I believe they are both also Chinese surnames.
Nee is an Irish surname. It also appears in China, but I don’t know if it’s Mandarin or Cantonese.
The Bengali family name Shaha or Saha is often Anglicized as “Shaw.” Similarly, “Laha” becomes “Law.”
“Ray” and “Roy” are Anglicized versions of the Bengali family name that is actually pronounced more like “rye” (as in the bread).
One Western meaning of ‘Lee’ is the less windy side, e.g. in sailing or of a hill.
The first name that came to mind was Donna Chang.
The reference to “Gonzales” in the Filipines is misleading. Many Filipinos have both first and last names taken from Spanish since Spain ruled that country for hundreds of years.
The Indian surname ‘Pal’ becomes ‘Paul’ as we move west, like in Swaraj Paul (Pal), and also Naipaul (Naipal)
This also holds for Korean surnames. The common Korean names Lee and Park are pronounced in Korean more like ee (no L sound) and baak (no R sound). Koreans have traditionally chosen anglicisations for their surnames that are simpler for foreigners to pronounce. Until recently, there were few to no guidelines on how to anglicise name, so there is much variation in latin-alphabet spellings.