The English name of "Zhao" is translated as:

Zhao? Yu Rou? In English writing, if the surname comes first, use commas to distinguish it.

Generally speaking, when introducing themselves in English, most people say their first name "Yu Rou" before their surname "Zhao":

Yu Rou? Zhao? (You don't need to use a comma before the name.)

If you want to choose another homophonic name that is closer to the Chinese name, you can consider using:

Yolanda? (Euryda)

Rhoda? (Ruda)