Believe it or not, I love the name Katniss. As soon as I read the first Hunger Games book, I added the name to the website. I don’t think it has great teasing potential–the heroine it is associated with is brave and admirable. It also meets our basic standards for a good baby name: it’s easy to pronounce and easy to spell. I say if you love the name Katniss, go for it!
That being said, Avalon is one of my favorite names, also. I think it’s a great alternative to the more popular name, Ava.
Good luck on the conception, And yes, I have to say it: may the odds be ever in your favor!
Let me know how it goes.