Jemima will always be the pancake batter/syrup to me, although I can see how one would like it without those connotations.
Lucy is nice but I don't like it as a nn for
Lucinda, only for
Luce (loo-chay) or
Lucia (loo-chee-uh).
Anya doesn't seem to match with
Lucy and
Jemima in my opinion. While the first ones are definately
Brit sounding,
Anya sounds scandinavian to me. I don't think it is difficult to pronounce though.