There already are proper names for these people.
Cruski, Fruztii, and Schnai
Notably, these spellings − "Cruski, Fruztii, and Schnai" − look more like German and English words, rather than Norse or Finnish words.
Kinda the point is to disentangle the Nordic representations away from German/English stereotypes. The German stereotype has the self-delusional N*zi race problem. The English stereotype has the we-will-never-forget-Lindisfarne problem.
If Norse, the spellings would be more like: Isi, Frysti, and Snjai.
Kreisti (relating to "press", squeeze, pressure), Frysti (relating to "freeze"), Snjai or Snaei ("snow" snjó-, or variants snjá- or snæ-).
Where there is clear reference to "snow" and "frost", I suspect that "Cruski" or Kreisti is somehow "ice", problably from the inappropriate Latin "crystallus". So the Norsesque name would probably be Isi (ís- relating to "ice"). Compare the Norse name for Iceland: Ísland.
In any case, the Greyhawk names are the names of localities, regions, not the name of the ethnicity itself, especially not the name of the Nordic ethnicities that they came from.
From the Oerth name, "Jotnum-heim Sea", Jotnmi works well as a name for the Nordic ethnicities. The term "jǫtnum" is actually a Norse word, a dative case meaning something like those relating "with the jǫtnar".