I'm afraid they cannot be made in SAI because SAI paint does not have a greyscale option.
I'd recommend GIMP. GIMP is good for map making and is free! :)
Although it's the wrong place, Sai should work fine; I genuinely don't see why it wouldn't, providing it's saved in the correct format (I've never used GIMP myself for maps!). I'll give it a go in a moment- just to see if it there is an issue. :D
Edit: There is an issue! Sai doesn't appear to have a grayscale mode which is seemingly pivotal for map-making. Whilst the map I quickly scribbled is solely made of grays:
(http://i.imgur.com/KyK6OKX.png)
It's still in RGB mode (aka, you can still use colours on it); Sai doesn't seem to have an option to swap to Grayscale (which I think GIMP does). It's best to use GIMP or Photoshop I'm afraid!
From the Manual:
3. The image must be saved/edited in grayscale mode and cannot consist of or use colours(If not the game will crash)
Ah, thanks. I didn't use any colors for my map, but it didn't have a grayscale mode, so that must be the problem. ^^
No problem. :3 Good luck with your map. :)