Interesting question.
I have, to a minor insignificant degree, and only because I feel I want to feel more ‘rooted’ and connected to what I consider my spiritual/cultural birthplace and my paternal heritage. I don’t consider it ‘lying’, per se, but it might be spurious exaggeration on some level.
My grandfather is one of those out-of-wedlock unwanted kids who was taken in by another family during his preteen years, and in so doing took on the name of his adoptive family and disowned his true origin. No-one ever found out for sure where he & his parents were from, not even his own wife (my grandmother) and children (my father being one), because he took great pains to obscure the fact. The best guess is that he came from somewhere in or close to Pembrokeshire, Wales, which makes sense as he had a Pembrokeshire accent and used Welsh slang, grew fiery Celtic red hair & beard, and settled on the English/Welsh border with his own family (the border I was born and grew up on). However, as he changed his names and few records exist of illegitimate children of the time there is no way to certainly verify this, and as far as I have researched he has no known or recorded living ancestors out in that part of Wales.
Generally, it’s only acceptable to call oneself ‘Welsh’ if ones’ parents are native-born according to their passports and preferably native Welsh speakers. This is not the case with me, and from my looks and my legal documents and my way of speaking you’d say I was thoroughbred English/Anglo-Saxon and nothing else. Nevertheless, I sometimes describe myself as ‘half-Welsh’ anyway, because I feel my upbringing is honoured and my sense of self is best-described that way; I grew up with Welsh neighbours and friends, with Welsh road signs everywhere, hearing Welsh radio programmes and getting read Welsh bedtimes stories, and of course knowing the voice of my grandfather speaking in the old tongue.
As for now, my adopted system of religious belief is ancient Welsh, and I am slowly teaching myself to speak the modern language on a basic conversational level (my English/white-African mother was conspicuously careful to send me to English-only school’s as a kid, sadly). I love to listen to Welsh music and poetry, with some of my favourite writers being Welsh. I now live in Wales, and would like to buy a house here and settle one day as I adore the landscape and the people so much.
Even still, I know by official metrics that I will never be considered as full or even half-Welsh (by blood or by nativity) in the eyes of the native Welsh or the English. But that’s alright, I know in my spirit what the truth is.