Localsororities-
I've never heard of FIJI pronouncing their name as "Fie-JI". Many of my friends at school are FIJI's and they pronounce their name like the island FIJI. In fact, one of their big social events is "FIJI Island" where they decorate their house like an island and have a big party.
Or are you saying that the nickname is only pronounced "Fie"? Sorry I'm all confused now after I've re-read it!

Either way, I thought I'd let you know about FIJI Island because it's lots of fun!
Things could be different at different schools!