[Lucid:]

to write the ones like Nya Nyu Nyo Pya Pyu Pyo Mya Myu Myo, you just use the regular Na Nu No Pa Pu Po et cetera, and add the corresponding Ya Yu Yo character after it, slightly smaller.

Also, pronunciation usually turns out better if you learn the hiragana and read from that because you don't have any preconceived ideas about how each character should sound, whereas when reading from romanji it's easy to pronounce each letter as it should be in English or another language.