Actually, from what i know about latin, they did actually use "j". It was a kind of deformation of the writing of the normal "i" to symbolize that the "i" was not a fully vowel, but it was a semi-consonant. It appears later in the official writing... about century I or II.
Something similar but opposite happened with the "u" and "v" ("w" is a completely new letter, created for the writing of the germanic languages). Originally they were the same sound and letter (written "v"), but as they evolved, for fully vowel sound it got written "u", while the sound "v" became fully consonant.
Since i am Spanish, i like to think my pronounciation is close to what was intended
(the equivalence letter-sound in spanish is very close to that of romanji). For me, it would be:
Krono - Kro-no (with a vibrating "r" (this is not romanji at all) and the "o" pronounced like in "talk")
Lucca - Look-ka or Loo-ka (for this word in italian, they use double k sound, and a long "u:"
Marle - Mar-le ("a" pronounced like in "luck", vibrating r, and "e" pronounced like in "pet")
Ayla - Ai-la (with the "y" pronounced like in "tea", for the "a", see above)
Magus - Ma-gus (the "u" like "oo", but shorter sound)
Melchior - Mel-kior ("e" see above, "i" see above, but short, "o" see above)
Nu - Noo
Belthasar - Bell-ta-zar (see above lol)