I just politely say that I eat everything that they eat except for meat, dairy, and eggs plus I eat many things that they do not eat. When they keep asking me what I eat, I use an old Jewish trick. I then ask them what they eat. Most people can not off hand tell you more that 20 things and most of those items will be flesh so I then say \"Ôs that all that you eat\". I then go one to show them how unhealthy a diet of almost all flesh is. So I have turned it from what do I eat to what do they eat.
Since most will not give up their flesh, I suggest that they just eat less of these unhealthy food choices. If they do cut back it saves animals lives.
Actually I do not think that it is rude for them to ask. I think that most have a concern for your health and are curious if you can actually live on a vegan diet. It also gives us a chance to discuss veganism.