I completely missed this new feature. It's a great addition, but is a work in progress at the moment.
Unfortunately it's on a contact by contact basis, in that it doesn't recognise a family surname when told once.
You have to go through each contact separately and amend the pronounciation, which makes it slightly less useful at the moment.
I very much like the way it's going though.
_________
The easiest way I've found to go through the process is to say to Siri;
"Show me the contact information for
Mynames Hardtosay"
When the incorrect pronounciation is returned, say
"That's not how you pronounce,
Hardtosay"
Siri will then ask you to repeat both the first name and surname in turn. After you say each name Siri will present you with 3 options to select from.
If you're unhappy with all of these, you have the opportunity to try again.
_____________
As I say it's a great start, but it would be even more useful if surname pronounication could be amended once and apply to all contacts with that name on your iDevice.
Here a video of it in action. For the purposes of the vid, the uploader does let Siri get away with not producing a spot on likeness, but you'll see the slickness of the interface anyway.
Siri Pronounciation Training Vid