My opinion, ymmv:
A set entitled "Legends of the Felt" should contain actual poker legends. Tilly and Rousso simply don't meet the requirements (Tilly is a celebrity clown ffs).
If wanting a gender balance, consider Vanessa Selbst, Kathy Liebert, or Barbara Enright (clearly the all-time top three women in poker), or maybe Maria Ho, Isabelle Mercier, or Liv Boeree if looking for top play / eye candy combos.
Regarding the naming convention, I think you can mix first/last/nick names, so long as whichever is chosen is clearly recognizable -- Doyle, Ivy, Helmuth, Chan, Scottie, DNegs, Poker Brat -- that is a sample mix of each type, and all are unmistakable as to who is being referenced.
Lastly, I'd like to put in votes for Erik Seidel, Stu Unger, and Chip Reese as true legends.