After you beat Ganon in OoT, as he's spinning in the void, there are dialogue boxes of "CURSE YOU ZELDA! CURSE YOU SAGES! CURSE YOU insert name here"

Since the game just pastes your name in directly, the capitalization will be wrong unless you name yourself LINK. Now, on every playthrough I do of any Zelda game I name myself that because when I was a teenager it bothered me that the capitalization was wrong in that one instance and I thought it was funny to effectively make all characters shout just the name

Tears of the Kingdom does have Palpatine Ganon say Links name

A link to the past might have him say the input name (the randomizer has ruined my ability to remember what is and isn't in the base game), but in all other titles I don't think Ganon says the players name