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Where I live, there's a (retired) opera singer who goes by the name Mimi. Her daughter is Mia. The 'real' name both of them would have had, or perhaps they actually have it, would be Maria. However, there's nothing in the rules against naming someone with a nickname form; there's gazillions of women called Elise and Gretchen, and men called Don, to prove it.

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In the case of Mia, my only hesitation would be the Italian connection, with Mia meaning: mine, belonging to me. That seems less fun than being a secret Maria! But, my son had a girlfriend once whose only name was Mia, and she was English-speaking with no links to the name Maria or the Italian language. Her parents liked the name, used it, and the thought police still haven't found them.

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All the best