bro, its your life and you have to decide what is best for you. As per my life experience, I have struggled a lot because I did a inter caste marriage. When I was abroad, I thought it will be very easy to do what I wanted because I analyzed everything on the basis of my immediate environment i.e. outside Nepal. I was studying with American friends and in their case getting married with some one from same country is already most favorable situation. But when I was in Nepal, it was totally different. More than your parents, think of relatives and how their perception will impact your parents. I have cried many times feeling I have hurt my parents. I didn't realize this when I was outside Nepal.

This is a big decision and I suggest you to visit Nepal once before taking this big decision. Don't forget that when you arrive Nepal you will be put tika and you go temple with families. When doing all these, just assume that you have already converted to Christianity and see how the things will be. If it looks OK, go back to USA and change the religion. If you felt it is tough, rethink about it.

On the basis of my experience, it is very easy to think and plan when you are outside Nepal, away from family and relatives. But when you have to take same decision in Nepal, it's totally different.