I want to be able to sign legal documents with my pseudonym. How do I do that?

I am a writer who uses a pseudonym. What is the easiest possible way I can make it so that I can sign legal documents such with my pseudonym. I would like to be able to open a bank account and sign checks under my pseudonym. I'm not trying to avoid taxes or anything. But the point of a pseudonym is so that you don't use your real name. If half way through every contract I sign I have to say: "Oh, the name you know me by that's not my real name. That just gets weird." Is there something I can do to just notify the government/banks this is my other name? I mean James Smiths with will sign their names Jimmy Smith and nobody gets on them. Even though it's not their name.