>>>While at college we had a killing combination - hit the local supermarket and buy a beer and 0.1 l of cognac (which I still don't know how you pronounce here, and wasn't called that way anyway, because it's a copyrighted name - our local variant was named "vinjak", and would have been spelled vignac had it been written in French).
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>>Cone-yak is the simplest pronunciation.
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>Does that mean nobody pronounces the "gn" in "cognac" as "ny" (as in "new")?

I've never heard anybody pronounce it that way. Then I don't exactly hang around in cognac drinking circles. ;)

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>I'm curious, because I'm building a collection of the ways foreign words are pronounced here (it's on my website, though the pronunciation collection is on the Serbian side of it), and I've noticed that the "gn" in Italian names is distinctly pronounced as "gn" (as in "ignore") though it should also be a "ny".

Possibly more to the heritage of many in this country. You'll probably find many more here (or their parents) from "old Europe" vs Eastern Europe, though that may be shifting.