Correct writing of Chinese name in English

In Buddhism, there is a deity called Skanda. In Chinese, it's written as Wei Tuo.
See for example this link
https://en.wikipedia.org/wiki/Skanda_(Buddhism)

However, my question is, what is the actual correct spelling in English for the Chinese name of this Buddhist deity? Is it Wei Tuo or Weituo?

In the link, you can see that it also says that he is called "Hufa Weituo Zuntian Pusa", in which Wei and Tuo are written together as a single word.

In English, I believe Chinese names using pinyin are written together. For example, Beijing or Tu Youyou, not Bei Jing or Tu You You. This is why I wonder, what's the correct spelling in this case, Wei Tuo or Weituo? Why? What's the source of the grammatical rule that covers this?