Macedonians consider themselvs "Macedonian" so I'd listen to those who live there. Seems like only the Greeks want them to be Greek.
And why whouldn't they, Alexander the Great destroyed their ancient enemy the dhurka dhurkas. And he steamrolled Greece.
He was even a boy-lover. What more could a nationalistic Greek want. I do think they also lived more through farming then the Greeks.
Know your superiors, the Greeks certainly did, can't beat them, claim they are you!