That's how I handled my high school year abroad. Because I literally came from Germany, I replied to that question with "I am from Germany". Not "I am German", but "from Germany". I was born and raised there and only lived there. Only if it came up (e.g. because of my passport) or made sense in context, I mentioned that I am a Russian from Germany. So basically most people only found out about my genetics five months in. But of course that works much easier when you pass due to looks and accent.