Hi Hannah,
I'm far from erudite, so could well be wrong, but I always understood the rule to be that no foreign language indicator is needed if the word is in common usage - like "moue", which is in Chambers and the Free Online dictionary. Otherwise an indicator should be given eg "the" in French or Spanish - because we haven't 'la' or 'el' into English.
This clue was in the Guardian crossword a couple of weeks ago:-
Water carrying duo entering arena for Ipswich Town telethon (11,4) PORTMANTEAU WORD
There is no French indicator for "eau" as it's in Chambers..."used in English in various combinations".
That is my understanding but I'm sure others will be able to provide a better explanation.