Writing from the point of view of the Welsh Wikipedia, I'd suggest using the English name for simplicity, with the Welsh equivalent listed in the introduction, so that your readers both know that there is a Welsh name and what it is. Have a redirect from the Welsh name to the English one, as I presume most Romanians are more likely to know the English name. If you're doing a thorough list of Welsh place names the problem is fairly limited, because most villages will only have a Welsh name, it's just the cities and towns which may have two. There are a few places where the Welsh name has now supplanted the traditional English name, even in English usage - "Caernarfon" rather than "Carnarvon", and "Conwy" rather than "Conway".
In this case would it be more trouble to standardise on Welsh (with English redirects) or English (with Welsh redirects) regarding cities/places with two names. You are right though, it is mainly big places (relatively speaking) that have two names, small villages tend to just have a Welsh name (i.e. [[en:Mwnt]] or [[en:Blaenau Ffestiniog]]).
There are even some like Wrexham, Wrecsam which are fairly mutually intelligible and in fact the Welsh would probably be easier for Romanians to pronounce.
Anyone fancy doing a numerical count of all the places in Wales with names in 1. Welsh, 2. English & Welsh, 3. English :))
Fran