I see where you're coming from, but for the purposes of language, I'm not aware of Mormon being a slur, and it's probably the most widely known term used to describe people in the LDS church. It's been only a few years since the church themselves called themselves Mormons:
https://en.wikipedia.org/wiki/I%27m_a_Mormon
A person changing their name and a tribe changing their name is not exactly comparable, but I can see there is some gray area. I guess if people in LDS really made a big deal out of it, I'd change the way I referred to them.