If you have the time to do pre- and after’sales’, i.e. sending out messages in advance saying you’ll be changing names at a date in the not to distant future and after you have changed sending them one or two more reminders to come to your new facebook/twitter/instagram/whatever, I think you’ll be fine. Your true followers will tag along and you’ll lose the only curious ones.
Best if you make a nice story to go with reason for switching, make it a positive one (don’t complain about not being found, mispronounciation or stuff).
There’s been restaurants that changed their names after many years, as have companies. Don’t see why a DJ wouldn’t, unless he’s got the Tiesto/Armin/Avicii status.