maybe referring to つぶあん / 粒あん, because あん吉 seems to be a reference to あんこ/餡子/anko It's a little weird though since つぶあん, the pastes of whole red beans are reimu type fillings Mister EasyV is right: this name is incredibly dumb, and leaving it as-is is probably the best choice.
Edit: in the commentary of the first part, the artist stated that the つぶあん setting is used in this work (the Marisa's have つぶあん filling instead of the こしあん, mashed red bean paste), so it kinda explains that.
The つぶあん theory is probably right. 平 and 吉 are relatively common name components (usually at the end of the name or surname), so it's very likely that the thought process of Miss was to take the word for the bean paste and "make a name" out of it by appending those two characters. It would be like calling the yukkuri "Beanus McPaste" or something like that.