Me three: not heard of this ever. I’m surmising they’re getting mixed up with pejorative words like ραγιάς raya “cattle”, which the Ottomans did use of their Christian subjects, or with the not at all coincidental link between Slav and slave. Maybe they’ve got their wires crossed with γκιαούρης gâvur “infidel”?
And of course they certainly want to be call Hellenes and not Romioi, as the other respondents guessed.