Since UEI got skipped: Umeki (as in actress Miyoshi)
Although I believe Chefguy is referring to Soweto (an acronym for SOuth-WEst TOwnships), it turns out there is a village of Suweto in Kalimantan, the Indonesian portion of Borneo. Also, the Afrikaans word for “south” is suid, so references to the sprawling community outside Johannesburg as “Suweto” may not necessarily be erroneous.
At any rate, UEU is (barring any simulposts) next.
UEU: Suwetu? 
How about UEU: Rue d’ Ulm (school in Paris)
Is it now UIA?
Good answer, Chefguy! I had just thought of Blue Nun wine, only to hit “Reply” and see you had successfully taken up the UEU challenge.
UIA – the much more obvious PRUSSIA (Russia suddenly seemed too basic a response)
UIE?
UIE - Lucien, from the Library of Dream (I would have picked Lucifer, but in lowercase it’s a type of match)
UII?
UII: Ushki Hills (the Russian name for Nichols Hills, a remote location in Alaska)
UIO?
I’ll answer my own:
UIO: Furio, from the Sopranos, or Junior from the same show.
UIU?
UIU – Julius (Groucho Marx’s real first name)
UOA?
UOA - Hudson Bay
UOE ?
Hugh Hopper
UOI
UOI – Lugosi (as in actor Bela)
UOO?
Hugo Boss (fashion designer)
UOU?
Mushmouth
UUA?
UUA - Uludag , a park and skiing area in Turkey.
NEXT: UUE
UUE – Luque (as in Adolfo, the first native Cuban in Major League Baseball)
UUI?
Burundi, of course.
UUO
UUO – Turturro (as in actor John)
[Ed McMahon]
And now, here in my hand, I have the last envelope: UUU.
[/Ed McMahon]
Let’s go out with some Star Trek: Uhuru
Still need a UUU, your entry of Uhuru is incorrect, as the Star Trek character’s name is Uhura. Can I request another look see at Bologna [OOA] , since it is also a common noun? Thanks.
UHURU appears to be a proper noun in other contexts. (google it)
as for ooa. . .
Ochoa works. Alex Ochoa is a baseball player.
or, Jolt Cola.
If Uhuru doesn’t take your fancy for UUU, there’s always Uluru, a.k.a. Ayres’ Rock.