Why not ask the man himself? I wrote to Dick and this was his reply:
Depends on whether you're Irish or Scots.
In Ireland, it would usually be pronounced "Gaw - han", with the stress on the first syllable.
In Scotland, it would use the Scots Gaelic "gh" sound, for which there is no real English equivalent - kind of like a mix of a very soft 'g' sound made in the back of the throat and a "y", so it is pronounced something like "Gaw - gan", again with the stress on the first syllable.
My normal reply when someone asks how my name should be pronounced is, "Any way you can". I long ago learned not to take offence about it!
Feel free to repost this to Mudcat if it'll help. I used to read the message board there but haven't for a while as I don't use cookies and I seem to remember that membership required that.
-- Best wishes Dick Gaughan