...it's usually more like "Mjölner", "Mjølnir", "Mjolnr", or something like that -- for one thing, the old Norse were likely to have many ways to skin a spelling cat; for another, there's probably no absolute consensus on how to transcribe their runes into our Latin alphabet.
But anyway, two observations: Your variant with two l's, while I've probably seen it before, is rare; and the whole "oe" thing is of course strictly for poor Southlanders who haven't upgraded to the Extended (Umlaut) Edition of the Roman alphabet.