Correct. Tess-La is the correct pronunciation for Nikola Tesla. I asked when I visited his home in Belgrade.I read somewhere that Tess-la is the Serbian pronunciation, which seems to be confirmed by Wikipedia.
As an aside, my Slovak in-laws have owned Tesla electronics for well over 30 years. Musk's legal team were in talks with the (now) Czech electronics company in the early days and came to a 'coexistence' agreement about joint use of the name.
Tesla (Czechoslovak company) - Wikipedia.