You can name your .wav files in romaji for a CV voicebank - as far as I know it won't generate you any problems, as you can just add a kana alias to all your .wav files if needed. However, if you are doing a VCV or CVVC, you can have you .wav files in romaji, but having them be aliased in romaji is just completly unnecessary, as all of the USTs are made for the... " traditional romaji/kana mix-up".
tl;dr name your .wav file "aaiauea" or "ああいあうエア”, it won't matter probably? but make the aliases like "a あ " or " u え " not "a a" or "u e", as it is written in any base oto for a japanese voicebank.