I think his name is Gunnar Nordahl. This spelling is about 10 times more common than 'Gunnar Nordhal' on the net. The Swedish footballmuseum also has 'Gunnar Nordahl'. See
http://www.fotbollsmuseum.com/about_en.asp I won't argue about Ellis Island, because I was only talking about Swedes in Sweden ;)
By the way I suspect the same goes for Grøndhal and Rommedhal: Nobody in Sweden has these names, and nearly every reference to them on the web is a mistake.