The problem is that it is difficult to separate the derogatory nicknames from the merely familiar ones. And equally difficult to know how using either one will be taken by the listener.
A loosely related pet peeve of mine is the common "double origin" hyphenated names like African-American or Asian-American. It galls me that those who call themselves that put American second. It speaks loudly about which one they think they are. If that other place has priority in your mind, go there. And stay there.
