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I love Katja (as well as Sonja), but I don't live in an area with that ancestry to breed familiarity, so I don't think most people around here would intuitively get the pronunciation. I think Katya and Sonya would make more sense, and that's fine because I like those spellings too!

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I also prefer Katya (and Sonya) in cursive from the perspective of the person who'd have to sign the name. With the J spellings, the writer has to dot the j and cross the T in Katja, but with the Y spelling, it's just one sweep for the T and done.