Morozov as a last name would be fine, it is Russian alright. Джозеф Морозов (it's tempting to spell it Морозофф ) sounds ok (although admittedly unusual) and is easy to remember. If you want a middle Russian name as well I'd suggest you use something neutral that works both for Russian and English speakers. Like Alex or Max but less overused, dunno, maybe Victor, Anton or Valery would work? You could always start chatting with a girl with sharing your middle names and then explaining that Valery is a male name in Russia, and it's pronounced vah-LEH-rey. Or Nikita, for that matter. I think that any three syllable name with second syllable stressed would give the whole thing a nice rhythm.