When writing Korean names, like Chinese and probably others, the last name comes first, and more often than not that holds true when they're written in English, too. So his last name is Kim and his given name is Jong-Un. Separating the two syllables of the given name makes no sense, as in "Mr. Un". Mr. Jong-Un would be more appropriate, but Mr. Kim would be even more appropriate, as in Korean you don't refer to someone as "Mr. GivenName".