I never really thought about this since I don't draw attention to my ethnicity/nationality unless I think it might annoy someone. Or if I'm filling out a form and am asked for ethnic identification. I always select Hispanic. I figure if they're stupid enough to give me a leg up based on where my family came from I'm not too stupid to pass on it.
My mom's parents strolled across the Rio Grande and settled in West Texas where they had a bunch of children who all learned to speak English. My maternal grandfather worked on ranches all his life. I'm assuming he paid taxes but I don't really know. If he was able to avoid taxes my admiration for him goes up considerably. I would avoid taxes if I could avoid prison.
Despite the title of this post I do not spend a great deal of time trying to figure out to which group I belong. I have no interest in identity politics nor do I wish to assume grievances based on where or to whom I was born.