Somewhat US-specific but a friend is an F-16 pilot and he gave us an excellent presentation a few months ago on intercept procedures as seen from his side. The key takeaway was that their mission is to identify you and determine your level of cooperation. I got the impression the cooperation bit was quite important.
Practically that means you should talk to somebody (
anybody) - the interceptors on 121.5, or ATC or even a nearby tower - squawk 7700 and continue to operate the aircraft safely. So long as you do that you're unlikely to experience the use of force although you'll still need a change of underwear and (probably) a lawyer.