More specific goes before less specific.
In that sense I am bulgarian first (I do have more specific allegiances than that too, starting with family) and slavic second.

What do you mean by Bulgarian? Since the second is Slav is the first one Bulgar? No offence but if it is so just say it no hard feelings. I am not ashamed to say that I share a lot with the Macedonian natives which apparently were not related to the Slavs.