First of all, congratulations on expecting twins and very best wishes.
Secondly, your babies, your (and your SO's) choice of names.
What follows is just my opinion. Obviously, you can take it or leave it.
Like earlier posters, I don't really like made-up names from TV/films/games and agree that they can seem rather naff. I would worry that they might prejudice some people against a child, or even lead to bullying. And they will date. If you really love them, what about using them as middle names - that way, you and your children have more options.
Among your boys' names, Remus, Thomas, Ronald, Stanley (popular), Bronn (means 'wells' (for water) in Norwegian) and Wulfric (cool nn Wulf?) would all be fine. Cassiel is an alternative name for an obscure angel and has a hidden religious meaning; I would avoid for that reason. I know of a dog called Rogue. Percy has an unfortunate slang meaning (the same as Paloma in Latin America, as mentioned above).
Most of your 'real' girls' names are connected with birds. Is this coincidental?
Circe meant 'bird' in ancient Greek, and was pronounced Kirkay, though it is now more often 'Sir-see'; as has been said, Paloma means dove or pigeon in Spanish; the Roman/Etruscan goddess Minerva was accompanied (and symbolised) by an owl. I think Paloma or Minerva would be fine, though Circe - a cruel druggy/poisoning witch - might raise a few eyebrows.
Sansa sounds rather like the Scots word 'sonsie', which means 'plump and bonnie' and is traditionally used to describe a haggis. As to Khaleesi, as others have said, would you really want to call a child 'princess'?