Nobody knows for sure how Japonic languages relate to other families. Some theorize that it might share a genetic relationship with Korean, but even that has not been convincingly established.

At any rate even if we chose to believe that both languages share a very distant common ancestor, it won't really help in this case. Russian, Italian, Dutch, English, Hindi and Gaelic languages do all belong to the Indo-European family, yet they diverged so much that finding matching names is a challenge.

And keep in mind that genetic relationship between languages don't tell the whole story. Genetically, English is more closely related to German than French, yet in general English speakers have less trouble picking up French than German because of the huge French and Latin influence in the modern English language.

However, there was quite a bit of names that I'd be really hesitant to use. Aili, Alisa, Elina, Lina, Lumi. If you know a thing or two about Japanese, you might realise a common failure with these names.

There was also the user suggestion of "Minna". It seems that it's really a feminine name in Japanese, but at least to me it seems kinda awkward as a name for an individual person.

Also, I'm not really sure if Finnish and Japanese are "indirectly related". As far as I know, it's just that they sound similar for reasons unknown.