Well, it depends on the context.
The word Vajra was pronounced as Benza by the Tibetans of old and so, many mantras which includes Vajra was passed down as Benza. Hence, that is the way it should be passed down and recited. However, generic names like Vajrayogini which we know was originally Vajrayogini, we read it as Vajrayogini and not necessarily Benzayogini.