well since you now know my actual nationality, I would prefer being called Indonesian!

Personally I always try to call people by nationalities if I know it or can confidently guess. I use my list of more general terms only as a last resort, or when I specifically want to draw attention to features shared by one region that distinguishes it from the rest of Asia (examples: South East Asian food, East Asian Buddhism, Central Asian mosque architecture).

Of course, I don't live in the US & I still have very close connections to my home country. If I was basically "assimilated" in America & had no connection with Indonesia except blood, I probalby wouldn't be so stuck on identifying with the nation rather than the region. But from what I gather Khmers, Hmong, Viets, Fillipinos in the States are still very proud of their own identities & don't really mix much with other South East Asian communities. I would suggest calling them by those seperate names. If you can't tell the difference, just ask. I'm sure the effort would be appreciated.