'Iranian' is not a proper noun. 'Iran' is a proper noun because it's the name of a country; 'Saeid' is a proper noun because it's the name of a person. 'Iranian' is not a name of a person: it's a demonym referring to the inhabitants of a place. You are called Saied, but you are not called 'Iranian'. 'Iranian' is not your name : it's a noun that can be applied to you. Grammatically, a person can be referred to as 'an Iranian' in the same way as they can be referred to as 'a doctor' or 'a friend'. The mere fact that 'Iranian' begins with a capital letter does not make it a proper noun.
In a sentence, the word 'Iranian' works in the same way as any common noun that refers to a person : for example, it has singular and plural forms and can be modified by adjectives. Crucially, 'Iranian' has to have an article ( an, the) or other determiner (this, that, any) before it when it's in the singular form. That's a key difference between proper and common nouns.
Your dialogue sounds OK. I do have a small quibble with it, though.
"I don't think so" is an expression of an opinion : it's saying whether you think something is true or not. Strictly speaking, you can't reply to an invitation or request with an expression of an opinion. If I say "Will you come with us?", I'm making a request: I'm not asking your opinion about a fact. To make the response fit, you'd have to say. "I don't think I can" or "I don't think I've got time", or similar.