Welsh names do look lovely, but they generally just don't sound right to me without a Welsh accent.
For an example, my cousins all have Welsh names (
Lloyd,
Rhys and
Carys, if you're interested). A Welsh person saying them would sound great, but our Yorkshire accent just doesn't sound quite the same.
These are the ones from your list that I like:
AnwenBriallenBronwenCarysCatrinMairwenNerys
DylanRhys