Leslie Cheung's English name is Leslie Cheung, the phonetic symbol of Leslie is [['lesli:; 'lez]], and Cheung is Zhang (Hong Kong Pinyin).
The pronunciation of Cheung is between "Zhang" and "Jing", and is closer to Jiong.
Extended information:
Brother Leslie Cheung’s English name is literally translated as Leslie. Male English name, also means holly garden, gray fortress.
The structure Cheung is a Hong Kong-style English spelling, derived from Cantonese pronunciation, but it is different from Cantonese pinyin. This spelling reflects the pronunciation of "Zie-ong" in Cantonese. There is no such thing in Mandarin. Hong Kong is expressed as "Cheung", which is pronounced as "Chie-ong" according to the pronunciation rules of English letters. Currently, Hong Kong's Chinese character names such as "Zhang", "Zhang" and "Chiang" are all spelled as "Cheung".
Reference: Leslie Cheung Baidu Encyclopedia