This may be a somewhat controversial, but I'm not really a fan of Sara Backer's take on the spelling. For the lay man, Ng will most likely receive the normal 'N' pronunciation with a hard 'g' sound following it (like in 'golf'). However, knowing what I do about the language, using a soft 'g' actually does get the sound phonetically written into English script.
The problem is that most spellings of うん will probably be misread by regular English speakers.
When I lived in Japan for a couple of years, I developed the habit of saying 'うん' to English speakers in normal English conversations. Because we usually both had a strong Japanese background, we knew what it meant. However, when I returned to the states, I started to get weird looks from the people I was talking to. They seemed to understand what I meant by 'うん', but it was still off-putting enough that it occasionally lead to questioning looks.
So in my opinion it depends on the target audience.
If you're writing to an audience that has moderate Japanese experience (or greater, of course). You could use 'Ng,' but I would give some consideration to using 'un' instead. The only issue is that 'un' will likely also be misread. Nither spelling is going to get rid of the natural English tendency to misread what is written, but if you could find a way in the text to explain what you mean by 'Ng' or 'un,' that should at least be helpful to the reader.
As @Aeon Akechi points out /m/ is a pretty good way to write it out in phonetic English. For the target audience with Japanese experience, you might be able to avoid misreadings by just writing 'm' whenever you'd use a Japanese うん.
If you're writing to an audience that has little to no Japanese experience, I would probably suggest that you use the English equivalent of 'uh-huh' or 'yeah.' The benefit of this approach would be that you would be able to avoid confusion in your target audience. The downside is that it feels less Japanese, so you'll have to find another creative way to incorporate the Japanese culture and feel.