Some squeamish services (Voice of America, I believe, has been one) transliterate the hangul as "Rodong," which as I understand it isn't "correct" but is "politically correct."
The North Koreans, not being big consumers of world news, or much aware of foreign languages or countries, never gave a moment's thought to how we would react to being menaced with No Dong... (we could have fun with this all day).
d.o.l.
Criminal Number 18F