Paulie is PAW-lee, while Polly has the short 'o' sound that doesn't really exist in North American accents.
If you listen to the first sound link on this page (click on the dark blue box below the word lorry, with BrE on it), it's the same 'o' sound in 'lorry'.
http://oald8.oxfordlearnersdictionaries.com/dictionary/lorry