Well, I got some provisional good news.

I was able to get a hold of the company that handles Walmart's benefits, and I was told that if I send the check back with a letter saying why I couldn't cash it, I should be able to get one issued in my male name.

I'm calling this "provisional" because honestly, at this point, I'm not going to count this particular chicken until it hatches, as it were, and I have the money in my bank account ...