My supervisor spells my name incorrectly
Mis-citing articles (and worse, removing authors) is one of those crimes that academics take very seriously (and no one else really understands). If you were a collaborator, then repeated behavior of this kind would get your advisor in trouble not just with you, but with editors at the journals, reviewers, and so on. 

So you really should bring it up. 

How do you go about doing it ? Because it's your advisor, you have to be a little more gentle: some options:


keeping it specific to each mis-cite: "I noticed you cited my work, but you omitted my name: can you please fix it". It sounds like you've been doing this already though. 
the technical solution: "Here's a BibTeX file containing all my papers: you can use that for citing" - this works only if your advisor uses some kind of citation manager to cite papers. 
the direct solution: "I noticed that in this, this and this paper, you omitted my name from the citation. I'd really appreciate it if you could contact the editors and submit a correction: I'd like to get credit for my work". 


In other words, keep the discussion focused on outcomes and actions, rather than intent (because a) it's hard to argue intent, and b) you're in a position of weakness)