A long while ago I used to have a list of similar-sounding words in Japanese and Finnish on my web page. I happened to be looking at it and thought that I'd post it here with some additions.
Even if the romanized forms are the same as the Finnish words, the pronunciation (and intonation) often differs to some extent. I have included such words despite the fact.
R, u, and ei in particular are pronounced differently. The Japanese /u/ [ɯᵝ] is somewhere between Finnish /u/ and /y/ and the Japanese /r/ between the Finnish /r/ and /l/. Ei in Japanese is pronounced /ee/.
I've used romanized Japanese as the headword. When needed, I've put the correct Finnish spelling inside curly brackets.
Some may be a bit forced. :)
I've marked with (?) questionable expressions and words that make little sense.