I like the "Maja" version!
J is pronounced like the English Y in many languages, including most Germanic and Slavic languages. Unlike littlemrsb, I don't think it matters if any of these languages are among the languages of your heritage - there are enough such languages that most Anglophones should be fairly used to names spelled with J. Sonja is my favourite, and I like Freja. Maja and Kaja are two names I actually prefer with a J than with a Y, as they are less trendy that way. I am not a fan of Jija, though.