There's been a stronger identity as being a Hong Konger recently, but my family has always identified as being from Hong Kong. Looks like young people have dramatically shifted in their views. Found this saying the same: https://www.hongkongfp.com/2017/06/21/hku-poll-3-1-young-hon...
The last of my wife's family left HK in 1997. They've always strongly identified as being Hongkongers / Cantonese, rather than just Chinese, and will often correct people who don't understand the difference. My wife refers to our twins as half-Cantonese, so do I and the rest of our family. This whole situation is very unfortunate to me, but as my wife's mother said this morning, the writing was on the wall way back in 97.