In that case I like ‘their own’ best, but when it can be inferred from the name then there's no reason to complicate things. If someone's special enough to use their own pronouns then they can ask for it to be corrected.
And Nadya is hard—I would go for gender neutral on that one. :-) (It's not that I dislike singular ‘they’, but sometimes it can make sentences awkward.)
For example, what would you refer to me as? "Nadya wrote on her blog" or "Nadya wrote on his blog"? (hint: You'd need to dig rather deep into my post history to find the "proper" one.)
@ruraljuror's example
Further context removes that ambiguity. Although you could rephrase it as "Julia wrote on their own blog" or even remove the pronoun altogether: "Julia wrote on Julia's blog" (which is only ambiguous if there is another Julia).