Entity name after added to device

Since begining of my journey, I’m using mostly manually created mqtt entities.
Recently, in order to organize them into rooms, I’ve decided to create devices out of them (most of them are shelly devices) - still manually.

After adding a device to it, the entity got renamed to {device_name}_{entity_name}. If I wasn’t aware of countless discussions about that, I would be panicking, with WTF questionmark.

I found I can rename that, but it might be insufficient at some point.

Is there any way, to create a custom (and final) name of mqtt entity, considering it belongs to a device?

Why MQTT?
MQTT is a third-wheel that should generally only be used when the device doesn’t have a Home Assistant integration. An integration will connect the device to Home Assistant using the Home Assistant API.