I need to give my two cents here if you don't mind. Actually, not MY two cents, but somebody else's that's done quite well for himself as an FM' "DJ", not a Club DJ such as yourself.
When Howard Stern first began his career in radio, on his very first day, he decided to use a fake name "Miles August" because he saw that everyone else used a fake name, and that must be the thing to do. After one day, he dropped the Miles August and went with his real name.
Well, 30 years later, we still remember Howard Stern...And guys like "The Iceman" or "Kid Greaser" are long forgotten.
The lesson here is that if you believe in what you're doing, and you do it well...YOU should be glad to take the credit. YOU deserve it..Not some made-up character name that doesn't belong to YOU.
So if your name is Dillinger, make damn sure they remember your name! Make them call you by your name, that way, years from now you'll still get the credit instead of some clown act.
And BTW, speaking of which.. Guys who have to make up fake names usually are covering up the fact that they haven't got talent. It's a gimmick. It means they're afraid of standing up for who they are and what they do. If they fail, they can always just come up with a different name at the next club. It's an easy out and feeds the expectation of failure.
So do you want to be known as something authentic? Or as a lame gimmick from back in 2013 when fake names were cool back in the day?
DJ's back in the day had Afros and Bell Bottoms and wore Leisure Suits...Fake names in 2013 are no different than Leisure Suits in 1976.