You ought to be able to check all boxes that apply. By which I mean, that ought to be allowed and even encouraged by the bureaucracies involved, if they really want to know. Forcing one box only is in fact awful data gathering for relevant and valid statistics.

You could check all that apply even if you're not supposed to. Let the bureaucrats figure out what to do with that. Or check the box for "Other" and write in on the line after it "Cuban German Spanish Welsh" (whatever order you choose, I just went alphabetical as one example). Just a few culture-jam suggestions...