Some people do and some people don't because they all have different styles. But I think you should change the spelling to Sacha.
Sascha Tukatsch's birth name is Alexander Sascha Tukatsch.
Sascha Rasmussen's birth name is Sascha H. Rasmussen.
Sascha Ferguson's birth name is Sascha Gabriella Corwin.
Sascha Frank's birth name is Sascha Frank-Payazzo.
Sascha Konietzko's birth name is Konietzko, Sascha Kegel.
Sascha Loffl's birth name is Sascha Marc Loffl.
Sascha Paladino's birth name is Sascha Benjamin Vincent Paladino.
Sascha Lara Bleuler's birth name is Sascha Lara Bleuler.
Sascha Hehn's birth name is Alexander Josef Albert Hehn.
Sascha Brastoff's birth name is Samuel Brostofsky.
Sascha Draeger's birth name is Alexander Draeger.
Sascha Burland's birth name is Granville Alexander Burland.