What does Xu of princess royal call himself?

It depends on whether this Xu has a title or a specific official position.

If you have your own titles, such as King, Hou and Bo, you can call yourself King, Hou and so on. If you have your own official position, such as so-and-so governor and so-and-so magistrate, you can call yourself this Fu and this yamen.

If it is just a simple Xu, it will be miserable. I can only call myself my princess in the palace, or the king of the country, and so on. But I will never call myself "Master Xu Ben".