I actually tried out Finnish-Japanese girl names just to take a look. There were some pretty good bilingual ones, like Erika, Mari, Marika and Sara.

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.