People often ask about the pronunciation of these little words - and I always tell them (when they ask ME!) that they should be pronounced i, yn and ych respectively (eu also counts as an i, by the way). I tell them this because it’s the truth, and I always believe in telling the truth (unless there’s a VERY good reason for lying, obviously).
Anyway, looking in my favourite vintage grammar of Welsh the other day, I was pleased to note that 100+ years ago none other than the great J. Morris Jones was pointing out exactly the same thing. So I think I’m in good company, and let’s all keep saying i, yn and ych, shall we?