What is the proper romanization of the wolf-girl's name?
According to Yen Press (the English publisher of the Spice and Wolf novels), they were instructed by the Japanese licensor to use "Holo".

Source:  This comment at Yenpress.com

There was also a scene in the anime, season 2 episode 4, showing a hand-written letter that included "Holo".



Poor writing, but I think it's obvious that it's an L not an R.