Asian to describe Indian can be very uncomfortable. Two reasons:
1. Asia is a lot bigger than India. Asia is a lot bigger than South Asia (notionally understood to cover the Indian sub-continent). Hence it excludes other Asians by definition, which is unfair.
2. The word is always used to refer to South Asians, not Indians specifically, which then gets you caught up in the tangled web of Bangladeshis, Pakistanis, Sri Lankans, Nepalis and others, say, suggesting that they are not Indians, and not like Indians.
To be honest, though, there is a great deal that is common in the cultures of the people from the various South Asian countries, and a common word to recognise this is not necessarily (or by definition) insulting - any more than European would be, when used in the right context.
Much more irritating to me is when someone asks: "Do you speak Indian then?" (Or a favourite of some of my expat friends: "So are you Hindi?") I also have a personal quirk - my hackles rise when someone talks to me about "your people" (mean they ever so well by it).
Let's see what the non-UK responses are like...
cheer
the sunshine warrior
