Espcecially with Remus, who has a canon nickname

yeah, but we don't know when he got that nickname, though. Was he the only one who had such a nickname for years, or did they all get "matching" nicknames in fifth year when they managed the transformation?

And one could argue they called him Remy in the first year, when they didn't know he was a werewolf, and never really got rid of that nickname. One, of course, not being me. *g*