Have people of Mediterranean descent living in the Anglosphere reappropriated the word “dago” as self-identification?

Wogs is the Australian equivalent; and yes, emphatically so, although it’s starting to be dated now, as Greeks and Italians go into third generation. There was overt reclamation in the 90s, though the residue left is more a matter of the more-assimilated using it against the less-assimilated. See Wikipedia on Wog.

JM Cortese speaks for what happened in the US. Her perspective is certainly not mine. And I know the difference between being called a wog by a skip (Anglo-Australian), and being called a wog by a fellow wog.