I work with people who encounter the same issues, it's culturally engrained unfortunately. My opinion on the subject is that you have to do whatever makes you happy, I don't know where you live, but here in the UK we have a sizeable Asian population (from just about everywhere in Asia) so I doubt your issue is isolated.
Other things I've heard of doing is converting religion, but really that shouldn't be done solely to appease somebody else.
The only other thing I could suggest is look into why their prejudices exist, and maybe try to overcome them? We're all human at the end of the day, and shouldn't let any kind of cultural barriers get in the way.