My biases will shine clear here, but as long as you keep that in mind, there shouldn’t be a problem

Apollyon: In the Bible, this is the Greek name for Abaddon. I'm pretty sure the latter has more recognition and evokes different images in a person's mind than the former. And also, there is another entity in the game named Apollon, the Greek god. The Japanese text is capable of spelling both names differently, but they seemed to adopt the former as what they want. Should I respect the original intent of the writers, or change it in the interest of maintaining clarity?
I prefer to translate Greek as Greek, not as Hellenized Latin. Why would I do the same with Hebrew? That’s the way, I look at it, at least, though I understand how tempting it is (what with the MegaTen and the Hebrew references).
Susa-no-O: Obviously this can be spelled multiple ways. Susanoo, Susano'o, etc. This might not seem like a big deal to some people, but perfectionism is my flaw.
I prefer Susanowo for practical reasons. The dashes don’t feel right, the doubled o confuses English readers, and I like looking at obsolete historical Japanese readings in Romanization only.
Tanki: A Chinese turtle of some sort, but should I call it by its Chinese name, Dan Gui? Same for Chinron, which is Japanese but the Chinese name is Qing Long.
I prefer to translate Chinese as Chinese when the details aren’t severely contaminated with Japanese aspects. Also, when you see a reading “ron” for dragon, that’s an imitation of the Chinese “lóng” (or “lung” if it’s Cantonese, I suppose); the Sino-Japanese reading is ryū, ryō, or rō.
Pulukisi: This has been called everything from Purski, Phurski, and Purksi. The name may have a history among the game, but I think it had a flawed spelling.
サウォバク = Sawobak, though I mostly found hits for "Sawo Bhaku". Appears as a skeleton in game, and supposedly based on a demon in a Nepalese mask dance.
ハクマ・ブドー = Hakuma Budo, though some sites say the real spelling is ハク・マ・ブートゥ or プートゥ. It's based on some demon in the Mahakali Pyakhan dance. Supposedly a kind of demon used by Shumbha in the fight against Kali.
I’m afraid that I don’t know Nepal Bhasa and I don’t know any university professors who’d probably know off the top of their head. But those would probably be the best trees to start barking up.
ストーンカ = Stonka, I hate this one the most. It's supposed to be based on a folktale from Bulgaria. A bull with skin as tough as bronze and causes thunder when it stomps. It killed peasants and their horses, and was slain when one of the peasants disguised themselves as a horse, and impaled it with a golden sword.
I can’t find anything
like “stonka”, even searching in Cyrillic. Stonka apparently means “ladybug” in Polish, but....
I have one source saying it’s from Yugoslavia. That can’t be right, because Yugoslavia was a political entity, not a cultural one, but it is one consideration....
Seriously, the only reference I can find to killing any man-eating bull with a golden sword is the Minotaur, and that can’t be right, either.
ラクチャランゴ = Rakcharango, another hard one to find. It's a bull or cow that's been showered in blood, giving it a crimson color. My note says it may be related to Yamantaka, and also that "rakta" means red or blood, so that may be how the beginning is spelled.
I’m not finding any actual
details on it, but “Raksha lango” or “Rakshalango” seems right.
ファライ = Farai, I have no clue on this one. It shows up as a Naga woman in game, and is classified as a "Kijo", or demoness. The closest match I could find was Foraii, but that's a male demon.
Farai is a demonic name found in Le Grand Grimoire, at least, so it’s passable.
ゾマ = Zoma, this one is easy to spell, but I'm just curious as to where this really comes from. And I'm pretty sure it's not Dragon Quest 3. 
If it’s anything like a crazy qabbalah scholar, then it’s Simon ben Zoma.