On a flight from Saigon to Los Angeles, an American sat beside a Vietnamese. American asked Vietnamese, “What kind of “ese” are you? “Excuse me?” “What kind of “ese” are you?” “Excuse me, I don’t understand what you meant.” “Stupid! Are you Vietnamese, Chinese or Japanese?” “Oh! I am a Vietnamese.” After 2 hours. Vietnamese asked American: “What kind of “kee” are you? “What? What do you mean by key?” “Are you monkey, donkey or Yankee.” Source: http://funnycity.org/2009/05/yankee-vietnamese
I guess Maltese qualifies, although I hadn't thought of it as a European country - well it's certainly not African or Asian either. I would have said: Portuguese.