American?
As Aspidistra notes, there’s even more historic variation once you get to places within a country or language group, for all sorts of historic reasons (and that’s before you get into nicknames, as in this country Geordies/Mackems/Scousers and so on).
In France it’s a standard practice for reference guides to give you the collective noun for residents of a place, as a matter of course, such are the potential variations.
Don’t forget Holland! 
And people from Halifax, Nova Scotia, are called Haligonians for some insane reason. Halifaxian would be more logical, wouldn’t it?
Could be worse - someone could have saddled them with Halitosian…
I see some sources which say a person from Myanmar is a Myanma.
And what about people from Guam? “Hell, I don’t even know what to call 'em. The Guamish? Guammi Bears? Guambats?”
(thanks to The Critic)
With many of these, I suspect that Latin might be involved somehow. Or alcohol.
Guam Drops. Oh, wait, that is their baseball team.
Guamanians.
Surely this should be Myanmarman.
As far as ethnic slurs go, I believe our own AK84 from Pakistan who was confused about the idea that “paki” was supposed to be a slur. It’s only a slur in the UK, not in Pakistan.
I have some students from Hong Kong and I’m never sure what to call them. There’s a term, “Honkers”, but it seems more like a nickname. So far I’ve avoided having to use a label, but it’s taken a lot of mental gymnastics.
(Hmmm. Looks like there’s no melodious word. “Hong Kongers” is correct, but awkward. I’ve also never heard them use it…)
The German comedian Otto Waalkes produced a Comic Strip about his Special elefants (Ottifants). The small kid is playing in the crib, and gets a new Teddy bear. He asks “What’s your Name?”, but the bear doesn’t answer, so he Looks at the Label at the back - “Made in Hong Kong” and says “Is it okay if I call you Honk?” (Silence taken for Agreement).
I vote for Kong Kings. Are they a bunch of little gorillas?
That’s an interesting question. Also Les Etats-Unis in French and Die Vereinigten Staaten in German. I claim that the reason is that “United States” is not a name but a description and the nation has no name. Well, United States of America has become the name obviously, but it really started out as a description.
And not a very unique one, at that. There was even a United States of Venezuela at one point.
People from Liverpool are also called Scousers.
People from Newcastle upon Tyne are Geordies.
And Mexico and Brazil.
So did the Netherlands and Iceland. Do these nations have no names?
The common name of the nation whose formal name is the United States of X is X. That’s why the proper common name of the United States of America is America.
A remarkable number of people like to maintain that America can’t be the name of the country because America is also used as a general name for other locales. They aren’t just wrong, they give pedants a bad name. Yes, worse than “pedants.”