Those are nice names, @Sorrento79 . Myfanwy is not used much but the song is lovely. I'm not sure that Megan is of Welsh origin, but it is used, often as a diminutive of Margaret.
From your list, I would suggest: Gethin, Osian, Rhys, Huw, Dylan, Steffan, Iestyn, Elis, Harri, Jac, Morgan, Iwan, Bryn, Glyn, Wyn, Aled, Tomos, Idris, Gareth, Dewi (like Derry said by Jonathan Ross)
The list is a bit 'safe' and some of the names no longer much used for babies, and pronunciations (and spellings) will vary. I really dislike Rhys and Dylan said as Rees and Dillun.
Or for anglicised Welsh names: Lloyd, Vaughan, Owen, Evan
I could suggest lots of names but I think they'd get mangled or something.