I appeared for F-1 visa interview on July 13, 2015 at New Delhi. I was issued a 221(g) form and was asked to submit few documents. The consular officer took my I-20 and passport. Later on I realized that there is a discrepancy in name on I-20 and passport which is of the following type:

Name on passport:
Surname: Blank
Given Name: YYY ZZZ

Name on I-20:
First Name: YYY
Last Name: ZZZ

I made all the appointments including GRE, TOEFL, University application, Visa and OFC using the name format appeared in I-20. No one raised any issue at GRE and TOEFL test center. It was only at OFC appointment when officials asked me to make changes in the name in DS-160 form, where they asked me to give First name as 'FNU' and last name as 'YYY ZZZ'.

So what should I do now? Should I ask for new I-20 from the university? Will I need to pay sevis fee again for new I-20? In this case how will I replace my I-20 as my original I-20 is with the consular officer?
Or is there any other option as well?