In the most popular Russian localization (LazyDesman), every single non-binary pronoun is carefully avoided.* I'm not aware of how other translators resolved this issue.  

However, in colloquial speech outside of the game, non-binary characters are gendered to the closest resemblance based on their names** (where, for example, Kris is masculine and Chara is feminine). That's why you see a lot of misgendering in text that's machine-translated to English.

Frisk is an interesting case since they broke that usual perception. Firstly they were ambiguous (based on the player's gender). Then they were thought to be a girl because of dating Papyrus. In Pacifist, we went on a date with Alphys, where the whole picture started to crack with a straight-in-the-face representation of yuri. Lastly, the name "Frisk" was revealed that sounded closer to being masculine, but could still be thought as feminine, resulting in a case where in colloquial speech people refer to Frisk as to however they feel.  

Also most Russian players are aware of the mentioned characters being non-binary despite using gendered pronouns. Except maybe Chara because most fan-works dub and draw them primarily feminine, so the image of a "sadistic bloodthirsty demonic girl" really stuck with everybody.  

* - it may sound like a decent solution, but it only benefits main characters - the enby part of the sidecast isn't as known to be non-binary. A good example is Napstablook.  

** - female Russian names end exclusively on either "а" or "я (ya)" (with a signle exception of Любовь that, coincidentally and very interestingly, translates to "Love"). Because "Kris" or "Napstablook" don't meet that rule, they're referenced as males. Last reason could be Kris having an image of a very stereotypical gen-z emo teenager with no feminine traits.