Hello!

I don't have an answer for you, but I do have some info that might be of assistance in your research, because I am Greek myself. Let me preface that I am not a historian in any way. Just a random Greek dude.

I've never heard of this story you are referring to, but I do know that many post-Ottoman era Greek people used to refer to themselves as Ρωμηοί (singular: Ρωμηός or nowadays the more common form Ρωμιός). It's a bastardization of the term Ρωμαίοι which was the official name for Greek Romans, back when Greece was part of the Roman Empire.

Even after the fall of Byzantium, a lot of Greek people held on to this political identity and referred to themselves as Ρωμηοί. Pontic Greeks even refer to their language/dialect as Ρωμέικα (Romeyka). (In fact, the country of Romania was named after the same concept.) People who insisted on calling themselves Ρωμηοί were mostly lower class people who wanted to show loyalty to their roots, at a time when Greece was becoming "modernized" by the growing West European influence. They thought Έλληνες was too "European" a word, so they preferred Ρωμηοί.

There is also a religious aspect to this. In the past, the term Έλλην was associated with idolatry, because Ancient Greeks were pagans. (Idolatry was also associated with paiderasteia, and homosexuality, since Ancient Greeks and Romans partook in those, which Justinian considered a sin and punishable by death.) Ρωμηός, on the other hand, was more associated with Christianity during the time of the Byzantium. For this reason, during the religious persecution of the Ottoman occupation, the term Ρωμηός became a symbol of pride. Identifying yourself as one pretty much meant: "I'm a Christian, not a filthy Turk!"

This last bit is a strong piece of identity even today, for some extremists. They even use terms like Ρωμηοσύνη, which I can't even translate in English. "Greekness"? "Greekhood"? These people still grieve for the fall of Constantinople, and they refer to the now Turkish Asia Minor as "stolen lands". They also talk about a time when the Greeks will "take back our lands".

Anyway, this story of yours seems to fall in line with the stereotype of Cretans whose mentality was quite similar to that of Texans in the Americas. Because they were once sovereign, they saw themselves as different from/superior to the rest of Greece. It's an old joke that Cretans always talk about seceding (and forming their own country with blackjack and hookers). And even today, Cretans are extremely pro-gun.

Crete was liberated and became part of Greece in 1898. Before that, Greece was recognized as a nation in the London Protocol of 1830, but Crete was excluded, still under Ottoman control. So, the boy's phrase could be interpreted as a sign of bitterness towards the rest of Greece and the European Powers, in combination with that superiority complex about political and religious identity.

So, all of that could explain your story, since it supposedly happened in 1912.

Sources:

Nothing in English, sorry.

https://www.impantokratoros.gr/romaios-romhos.el.aspx

http://www.amen.gr/article/ti-einai-i-rwmiosuni

PS: Had to edit a few mistakes, sorry, new to this Reddit thing.

u/feyerweth does a better job than I could in discussing the topic of greek identity, but I can help with the story itself.

It comes from Anthony Kaldelli's book Hellenism in Byzantium and is an account of a story told by Peter Charanis, a scholar of Byzantium who was born on the island of Lemnos and later moved to the USA. Lemnos became part of Greece after the First Balkan War (1912-1913), and the story is from the occupation during the war:

When the island was occupied by the Greek navy, Greek soldiers were sent to the villages and stationed themselves in the public squares. Some of the children ran to see what these Greek soldiers, these Hellenes, looked like. "What are you looking at?" one of them asked. "At Hellenes," we replied. "Are you not Hellenes yourselves," he retorted. "No, we are Romans."