I noticed the olympics commentator, who seemed meticulous in his pronunciations, said Paj-air-o. As so often in these cases, there may be no right answer- except the one the player himself gives
Paszh-ero was the commentator was saying. Some commentators use the same pronunciation for 'Puyol' but I wonder if that is the Catalan pronunciation? I think it's Pie-air-oh.