Avoid the letter combinations
ow, yw, uw, ei, eu, ae, au, ai, aw, iw. ce, ci, ge, gi, ngh, wy, ar, ir
Avoid f (ff is a single letter not two letters), rh, ll, dd, u
Avoid -in, -en, -an endings unless you don't mind the anglicised pronunciation.
Other anglicised names: Tudor, Owen
I dislike Dylan, Cariad and Seren.
Another option would be to go for a name that doesn't sound awful in a strong Welsh accent. I like Mary but ruled it out because it would have been pronounced Merry by relatives.