As a native speaker of English, I almost always write my initials
without periods or spaces:
Christopher JS Vance
CJS Vance
C Vance
I understand this is relatively unusual, and think I started this due
to a lack of room in some places, and preference to have my full first
name and all initials.
If more room is available I sometimes use spaces but no periods:
C J S Vance
I guess for Russian in latin script I would need to use Kh and Dzh
unless I lived there for a number of years, in which case "John" might
become "Ivan", and the second initial become "I", but then I'd have to
think about my surname, too. (In Cyrillic, I'd just use one letter
for each initial.)
-- Christopher
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