Yeah. I want Bob to slay the crocodiles in Edinburgh Zoo and wage war against the Glasgow Pimps.
Realism bitches.
If anything, Martin keeps it pretty low key with the names apart from the Targaryen names which are foreign to Westeros.
Of course you could have Lisa Humperdink instead of Daenerys Targaryen but that might not reflect that the Humperdinks came from old Valyria with dragons.
Ned(Eddard), Robb, Theon, Jaime, Sansa, Aria, Bronn, Brann, Asha, Osha, Catelyn. They're not that impossible. I'm surprised you're not complaining about the "Ser" instead of "Sir" and "Maester" instead of "Master".
Anyway, I agree Tolkien and practically all fantasists are mediocre fantasists because their characters have silly names.