Some countries have a list of "approved" names, and it's very hard to register a name not in it, for example in Argentina, every province has a list of approved names, and you have to write a letter with the etymology of the name for it to get approved:
Usually, I think, by the simple expedient of allowing them to keep their names. However, ISTR that in Thailand there is a requirement for anyone who becomes a Thai citizen to adopt a new, unique Thai-style surname (only people who are actually related may share a surname).