In the epilogue to Ping Pong, we see this newspaper headline.
Five years after naturalization, finally a ticket to the Olympics for Tsujido Wenge
Now, I don't know Japanese, but I can kind of read this at the very beginning of the Japanese text:
辻堂文革(中国名 孔文革)
This translates to
Tsujido Wenge (Chinese name Kong Wenge)
This suggests that Kong Wenge is known as "Tsujido Wenge" in Japan. This is because it doesn't make sense for 中国名 to simply be referring to the Chinese characters (the kanji) for his actual name to me, given the "中国" (i.e. "China" or "Chinese" in the sense of nationality), but again, I don't know Japanese.
Is there any in-universe reason for this discrepancy? Perhaps since he wants to play for Japan, he's better off with a Japanese surname? I think the school Kong played for was Tsujido, and this also seems relevant.