For example, if an American travels to Japan, would they ask for "kohi" in a "koppu", maybe a "foku" for their "supagetti", or would they use "coffee", "fork", etc.? Which would be more socially acceptable and easy to understand?
Unless you are speaking with someone who you know to be bilingual (and likely even in that case), you should pronounce any loanwords with their katakana (Japanese) pronunciation if it is during the regular flow of a conversation in Japanese.
Otherwise, you risk not being understood or sounding affected.
Imagine if during a conversation in American English, I said Mehico (sic) instead of Meksico (also sic). It is kind of the same thing, but more so.