Yes, some Wisconsinites call themselves cheeseheads. They even have hats. But I would not expect anyone outside of the USA to know that, I grew up in California and never heard of it until about 15 years ago.
I thought Pom was an insult. I’ve only heard it used (by a few brit ex-pats) in a tone of earnest dislike.
I was taught in Spanish class to use norteamericano for the inclusive version, and estadounidense for a person from the United States.
Also, I find Jock as a term for nationality to be odd. Here it means a male athlete (at some official level) and implies a level of stupidity for valuing brain over brawn.
Obviously Scottish people are not like this, but do the two terms have anything in common?