When you embroider your initials do you put your last name in the middle?

If you use the set up where the middle of three initials is the largest one; do you put your last name in the middle? Here is a photo.

If you live in a place where you use two last names (your mother and father, or father and spouse for a woman) how do you places the initials? Does it differ from how you write out your full name?

What if you hyphenate your last names? What would you put if you were embroidering your initials?

I’m curious about both the proper etiquette and simply what you prefer.