Got bored.... made a list of all my hetalia OCs that are in some way also mythological creatures....
Written in no particular order...

Mingan - skinwalker
Eruera - merman
Jean-Luc - harpy
Lucille - mermaid
Evan - skinwalker
Doru - dhampire/day-walker
Andrei - vampire
Dylan - dragon
Arawn - dragon
Sunukkuhkau - skinwalker
Drust - skinchanger
Necuametl - nahual
Ikal - nahual
Valko - lycan
4p!Pictland - Wisp (will-o-the-wisp)

And that's all I can think of off the top of my head....