Something I think I'd heard once, but I'm not 100% sure on, is that "Esther" was the official spelling, but in scripts it was written as "Ester" to ensure the voice actors pronounced it properly. So either way could be considered correct.
Violet'll likely know more about this than I do.
Violet'll likely know more about this than I do.
I've heard the theory above, too. And while I may not do the answer as much justice as Vi, I thought I'd pitch in my two cents...

I seem to recall that, back when the Samurai Pizza Cats were broadcast, the Closed Captioning option read Polly's name as "Polly Esther." However, I also believe (And on this I may be mistaken; I'm positive on the CC 'Esther') that the European re-packaging of Japanese KNT toys read, "Polly Ester."

In the end, it probably just boils down to personal preference!