My pronunciations are probably incorrect:
Alis - Alice, though I usually just refer to her as Alisa (uh-lis-uh)
Myau - Meow
Lutz - I used to pronounce it like "Luhts"; I'm guessing "loots" is correct though.
La Shiec - Luh Sheek
Nei - Knee
Kain - Kane
Rhys - at first I thought it was "rice" but now I pronounce it with a short i.
Mieu - Mew
Wren - Ren, like Ren and Stimpy
Laya - I go back and forth between "lay-uh" and "lie-uh"
Alys - Uh-Lis, to differentiate her from Alis, though again, I mostly refer to her as Lyla (I find it odd how Sega changed her name despite Lyla being used in the PSIV translation prototypes)
Rune - Roon
Gryz - Griz
Rika - Reeka
Raja - Rahjah
Zio - Zee-oh
Kyra - Kie-rah