Mocking's good, though I think that after being around me he's grown used to it.
He's also the God of lightning and..well he was the Defender of Earthrealm, but long story short he was eventually forbidden to enter or he'd loose his powers.
Even if he didn't mind, I'd stop you-don't care for such nicknames in the first place.
Out of curiosity, does the name Johnny Cage ring a bell? You sound like you might be related.