Pax is another one that violates the rule that someone pointed out lower. Also Malm is a surname which is another violation of the rule (one of the characters in The Girl with the Dragon Tattoo was named, if I recall correctly, Stefan Malm). I remember reading the books with my then-wife and she said it was like reading an IKEA catalog. I thought she was referring to the character/place names, but it turned out that the second book had a long section where the titular girl furnishes an apartment from IKEA and—that chapter was exactly like reading an IKEA catalog.
When it comes to names like "MALM", it's likely incidental.
"Malm" is a a noun with several meanings, most notably "metal ore", but also some (more archaic) meanings like "area with sandy soil" or "city outskirts".
The fact that "Malm" also happens to be a surname is secondary; Swedish has a lot of surnames that are simply ordinary nouns or adjectives. A completely literal "No surnames, ever" rule would probably be quite a bit too restrictive. I suspect that the actual internal rule is "No names that are primarily (or solely) surnames", or something to that effect.
Malm was released in the 1980s: https://techvibeblog.com/what-is-ikea-malm-made-of/
Girl with the dragon tattoo was released in 2005
Although "Malm" is a common surname, it's a word first and a name second if that makes sense
The same way "Brown" is common surname in English but mostly makes you think of the color first