BoyBrumby
Englishman
Monty is a nickname that has been given to him by teammates and the press. Most cricket fans know his name is Mudshaden Singh Panesar. He doesn't have control what other people call him, it's not like he has refused to wear his Turban or renounced Sikhism.
Yeah, that's what I'd heard too. Wisden says:I read in a newspaper interview that it's a name his family has used since he was a boy.
"Mudhsuden Singh Panesar was born on April 25, 1982, in Luton; his aunt's pet name for him, Monty, was the one that stuck."
Link:
http://content-usa.cricinfo.com/wisdenalmanack/content/story/287064.html