This is an interesting thread, as I've often wondered about pronunciation for some of these.
That said, I've already decided how to say most of them on my own, and the people I talk to and shoot with say them the same way.
Heckler & Koch is a notable one. I've stumbled over it more than once. "Coach", "Cotch", "Ko-chghhh" (usually either sounds like a cough or makes me cough), et cetera. I'd more or less settled on "Coach", so I'm unlikely to change over to "Coke" or "Cock", especially since I would just get a funny look in conversation (particularly on the latter option). If I said to my friend, "I want to buy a Heckler & "Cock" USP", he's gonna laugh in my face for probably the whole 30 seconds it will take me to explain.
As much as I may prefer to pronounce these words correctly, sometimes the original correct way just isn't the best option in our language. I've heard so many people speak English with different accents, and all of them have something they can't pronounce quite right... I don't feel too bad about pronouncing a word wrong here and there in other languages.
Here's a few more, and how I pronounce them (right or wrong):
Mosin-Nagant: "Moe-zin Nuh-gant" (Like H&K, changing would just confuse people)
CZ: I won't even attempt to pronounce (or even spell, unaided) the full words. "See-Zee" does for me.
Kalashnikov: I go either way on this one, probably favoring "Kal-ish-nuh-kov"
Acronyms: I'll pronounce 'em as words if I see a word to pronounce, even one lacking vowels. WASR = Wasser, CETME = Set-me. One-syllable word acronyms, however, I'll pronounce the letters. A-R, A-K, F-A-L, B-A-R etc.
Carbine: I used to say "Car-bine", like "wine". When I heard other people say it, though, it was almost always "Car-bean". So I switched to "Car-bean", and tend to favor it.
Mauser: "Mow-zer", with mow rhyming with cow.
Walther: "Wall-thur"
Garand: "Gare-und", gare rhyiming with care. Sometimes I'll also say "Guh-rand"
Makarov: "Mack-a-rov"