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I think that you would have to make sure that this was the surname registered at birth, or there might be trouble with officialdom. I'm thinking of someone who was known as "ap" and had to drop that part of his name when he stood for Parliament. But ostensibly there should be no more difficulty in being "ap Iolo" than there would be in being "de Beauvoir" or "von Karajan" or "van Gogh", apart from the arguments as to where it should be placed alphabetically. In Iceland, where a similar style of naming (father's first name followed by -son or -dottir)is the norm, the telephone directories list people by their first names!