Luckily there is a rule for that. You just add an "e". Germans will know when they read Kaese that it means Käse(cheese).

ä=ae ö=oe ü=ue

And bonus ß=ss

You need to include them in German. We now even have a capital ß: ẞ

L'Académie Française disagrees. https://www.academie-francaise.fr/questions-de-langue#5_strong-em-accentuation-des-majuscules-em-strong

You absolutely do have to include accents when something is in capital letters in French. The fact that antique typing machines couldn't do it notwithstanding. It's a common and irritating misconception (also Windows makes it difficult to do so because it's shit, and Azerty is shit, but it's not a problem in other systems).