Out-of-vocabulary words are still a challenge in cross-lingual Natural Language Processing tasks, for which transliteration from source to target language or script is one of the solutions. In this study, we collect a personal name dataset in 445 Wikidata languages (37 scripts), train Transformer-based multilingual transliteration models on 6 high- and 4 less-resourced languages, compare them with bilingual models from (Merhav and Ash, 2018) and determine that multilingual models perform better for less-resourced languages. We discover that intrinsic evaluation, i.e comparison to a single gold standard, might not be appropriate in the task of transliteration due to its high variability. For this reason, we propose using extrinsic evaluation of transliteration via the cross-lingual named entity list search task (e.g. personal name search in contacts list). Our code and datasets are publicly available online.