Funny enough, I deal with the same issue on my site. I use both WP Offload Media and Media Renamer Pro – both excellent plugins!
Despite what Jordy says, there are very good reasons for using Offload Media – I don’t use it as a CDN; instead, it’s a vital element of our website ensuring our media is not taking up space on our hosting platform. This is essential for me really and not a ‘hack’ as Jordy suggests. The workaround I’ve figured out is to remove the media from S3, download it back to the server, rename the file and then offload back to the bucket. You can do this on an individual file or as a bulk process. But always, remove from the bucket first, rename and then upload to S3 again.