@oristarA,
Red China Blues, she says means "Bright Precious" Wong. There is nothing in her given name which suggests Jan, but that is the "English" name which she chose, or was chosen for her, when she grew up in Montréal.
So i'd suggest that it is futile to attempt a European equivalent to Chinese given names, and you can just choose any name you like.
Yes, Lee is used as a first name in English, as well as being a well-known family name. The other examples i gave made a European name out of the Chinese family name.
I might comment that in Japanese, the clan name is also given first. So, for example, Nobunaga from the Oda clan is known in Japan as Oda Nobunaga. European accounts of him (he became well-known in Europe not long after he was assassinated in the 16th century because he cultivated the acquaintance of westerners, and the Jesuits were impressed with him and told his story in Europe) refer to him as Nobunaga Oda. But this is not reliable. The great Japanese admiral of World War Two Yamamoto Isoroku is usually rendered in English as Yamamoto Isoroku, leading the poorly educated European to refer to him as Admiral Isoroku, even though Isoroku is his given name. Better educated Europeans (in which category i am always including Canadians and all varieties of Americans) know of him as Admiral Yamamoto. The Japanese themselves do not always take European names, unless they are born and live in the western hemisphere (such as Alberto Fujimori, who was once President of Peru). I have also noticed that they understand what Europeans don't understand, so that if you met a Japanese named Matsudaira Motoyasu in American, he would introduce himself as Motoyasu Matsudaira.