But if it causes a problem I'll take my KCMG through the Foreign list.............
Plenty of foreign nationals with honorary knighthoods, but mainly KBEs and KCBs, the KCMG is pretty well confined to the diplomatic service, with a few exceptions. Of course when you are knighted you will not be entitled to the honorific "Sir", so you will continue to be Mr Asturias. I wish someone would tell that twerp Krishnan Guru-Murthy who was talking about "Sir Bob Geldof" on Channel 4 news the other day. Apparently when Terry Wogan was knighted he was still an Irish national, but took British citizenship a short time later, at which point he became Sir Terry!