NSF mathematics postdoctoral fellowship: how to indicate U.S. citizenship status
This may be too late, but I ran into the same issue when applying for an NSF PRFB biology postdoc fellowship. They sent an email saying to provide your country of citizenship on like K (usually reserved for foreign nationals). I sent an email to follow up that all's good, and they said I did it correctly. Hope this helps someone!

Here's a screenshot of the NSF application: