Culturally speaking, I think it is perfectly modest to accept a compliment in this way. You can say 'thanks' as well as 'thank you.'
However, if you still feel uncomfortable in using this response, you can also say 'I try.' This might mean that you are grateful that they recognize your hard work in learning English. However, depending on the situation, it might imply that you are proud as well. This could get complicated in some situations and I really would not recommend using it.
All in all, the safest way to accept the compliment would be to thank a person. Don't worry about sounding proud! You should be proud that you have accomplished the feat of becoming good at speaking and writing in English!
Sorry if this doesn't answer your question :/