Russian do use G instead of H: gamburger, Gitler... (In Slavonic languages, a first G/H is always funny. For example, Czech and Slovakian tend to stick to H instead of G: hranica etc.)
Sarkozy is
Sárközy, originally, but that won't change the proper Polish inflection: Sárközy'ego. (The
y is pronounced as
i. It was just an old convention to use y for an ending in noble names.)
Nagy is of a different matter:
gy is a consonant (just like
sz or
rz in Polish), so following the rule quoted by Krzysztof:
In male names ending with a consonant there's no problem, Stan - Stana - Stanem etc., unless the finale consonant and the preceding "e" are silent (like in a French name: Jacques - Jacques'a - Jacques'iem etc.)
Therefore there's no need for an apostrophe there: Nagya, Nagyem, Nagyego etc. But I think they would still use it in newspapers as the average reader could get confused. :)
