Oh so that's what rhotic means. But yeah the only consonant sound that Japanese has that isn't followed by a vowel is ん, which makes an "n" sound (though is often used for any "m" sounds preceding other consonants in loanwords).

Although the "u" sound is often unvoiced, so usually what they do is use the letter in which the necessary consonant is followed by an "u". For example く, す, つ, ぬ, ふ, む, ゆ, る as well as ぐ, ず, ぶ, and ぷ.

So yeah, "hanbaagaa" is a lot better than "hamuburuguru" which would be the other way it could be written (but isn't).

It's also sometimes spelled "hanbaagu", but this might have a slightly different meaning. I've only seen it spelled that way in certain restaurants where it's basically a patty served on a plate without the bun. They can do some really creative things with it though, depending on what else is on the plate.