I have trouble as Pyro Tanya against
Kitana (all)
Her zoning and air control beat out Tanya's. You can play a more reactionary style, but you lose the meter build necessary for her combos. Kitana also out-damages her. Royal storm is probably her toughest MU. Mournful is bad, but more easily dealt with. Using dust effectively in this MU is a must. She can zone slightly more effectively in this MU. Learning when to poke is also important. Assassin is bad for the reasons that royal storm is, although I haven't had as much experience in this MU.
Kenshi(balanced)
He outzones her and his armour is scary. Dust loses it's effectiveness if he has a bar since he can either break your armour with bf2(ex) or db1(ex) the first of which is safe and the second of which launches for full combo. He also anti-airs her very well and tele flurry catching jumps is really good in this MU. Tanya has to make the approaches and she risks getting blown up for doing so.
KL(Tempest)
KL's air control and his ability to pressure Tanya up close make this match up frightening. He controls too much space on the screen and ex spin eats through so much of what Tanya wants to do.
I think she definitely has the advantage against:
Jacqui(all)
Hand canon isn't really good in this MU since she can bait with tele and punish with fireball. Tanya jumping at Jacqui is essentially a mix up because if she teles back up rocket will whiff and Tanya can punish with fireball. Jacqui has to respect Tanya's wakeups and her armour in general while Tanya has nothing to fear from Jacqui's. Drill kick goes under df2 so can be used as a grounded punish against gun when neutral ducked. Full auto isn't completely helpless in this MU however because her up close pressure, her 50/50s and damage are better than Tanya's. She just has to work much harder than Tanya.
If not in full auto, this MU gets even worse. Jacqui has no way to knock Tanya out of the sky short of YOLO run in and attempt to make fireball whiff (which can be baited and punished). If she does catch Tanya best she gets is b2~bf4 because she had to use all her stamina to actually get in. Up close Jacqui loses that game too thanks to Tanya's better armour and better pressure tools.
Cassie (brawler/Spec Ops)
Her run away game is still super annoying for Cassie to deal with, even post tele nerfs. Although Spec OPs can place missiles on the screen, unless it's ex Cassie has to respect Tanya's superior mobility. Even ex missile poses a risk as Tanya can armour through with a 50/50 if the Cassie player isn't being careful. Cassie can anti-air Tanya from up close, and in brawler her j3~grab is pretty strong, but from midscreen back, Tanya pretty much owns the sky. Maybe I need more experience in this MU, but I feel that Tanya just does better overall. I don't think this is terrible, but not in Cassie's favour.
EDIT:
Elaborated more.