You could just say,"You can call me Rhiannon if you want to", the next time he calls you that.

You would be giving him your name without teasing him or making him feel awkward, in case he forgot your name.

Also , he seems sweet.
Maybe you can casually let him know when your lunch break will be during the week, and see if he wants to meet you for a sandwich.
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Been a murder, over in Riften. Some old lady who runs an orphanage. Those poor children must be heartbroken.

I think this person is flirting with me, I'm clueless, so time to up the awkward

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