E
As I mostly hear "Sigmund Freud" rather than "Zigmundt Freudt."
Fowler's English Usage, under "foreign phrases," I believe, offers some
useful, typically terse, and wholly appropriate advice on such
pronunciations.
I think the mol-eh-skeen-eh pronunciation came about from Italian ...
Modo & Modo, the present publishers of the Moleskine, are Italian.
In my opinion the CORRECT pronunciation would be the French one -- and
it is the most common way I have heard people say it here in the US.