Yeah I'm 100% Russian. All my friends make fun of me for it calling me a communist/dirt almost every day. I think it's hilarious.
but to the OP, just embrace it and roll with it. it's kind of a lose-lose situation. if you laugh it off and learn to take it well, they'll make fun of you more, but they won't be serious about it. if you take it poorly and get legit mad and upset, they'll do it even more, but they'll actually be serious about it.