As mentioned, Filipinos like guns a lot usually, with 1911 pattern guns being a favorite. Mexicans usually like guns too, especially anything Colt. 38supers are very popular and Winchester lever actions in 30/30 are also favorites(there is even a tequila named 30/30). For some reason too, they like Boker knives.
I find that Indian immigrants, don't know about the Sikhs as much though, are almost never seen at a gun shop or range. The owner or either Ajax or Eagle grips, I forget which, is a Sikh though.
While definately not immigrants, are Native Americans usually fond of guns too? Don't know about Irish beyond the IRA stereotype though I have met some on vacation at a range and my Irish penpal did not like guns.
Vietnamese seem fairly open to gun ownership usually. I noticed them seeming to like 38 spl S&W revolvers, at least the older Vietnamese.