You could imply that they're secretly the pawns of NE outsiders (or made of tinfoil) by calling them "Yugo". You could even pretend you're using the name "Hugo".
"Nothing to see here! Nothing at all! Move along... umm... I'm just an innocent... err... mercenary, yeah that's it, we all are... really... ignore all that stuff about 'puppetmasters of the planes'..."
