Dear Geist,
in italics, but not billet-doux?
Dear Wondering,
Words in languages other than English are usually italicized, unless they are proper names or quoted text. Over time, when such a term is absorbed into general usage, it sheds the italics. If you aren’t sure (and no one is, year to year, except the lexicographers), check the dictionary. If the term isn’t listed there, go with italics.