I am from Europe, with no Indian ancestry.
I believe in Mahadevi, but I do not think about formal conversion to Hinduism because in my opinion it is just not necessary: Devi Ma is Mother of All, be they from India, Asia, Africa, or Europe - whether they know it or not.
The idea that Hinduism does not accept converts may come from the close connection of Hindu religion with Hindu social costoms (such as caste) in the past.
Hinduism seems to be a believe very much centered around the family & village, were every family has its family deity & every village its unique customs, so that it may seem difficult for a non Hindu to connect.
In Christianity, Judaism, Islam much of the religious life is centered around church/synagogue/ mosque, which are all public places.
But in Hinduism most of the religious life takes place in the privacy of one's home, also because in the past there were heavy restrictions on who was allowed to enter what temple.
So when you want to convert to one of the big 3, you can basically go to the next church/synagogue/ mosque and ask what you have to do.
In Hinduism that is not so easy - what temple should you visit, one dedicated to Radha-Krishna, one of Shiva or a temple of Devi?
Buddhism has become prominent in the west because of the Tibetan diaspora. Hinduism has largly remained in Asia, allthough some organizations like ISKCON have gone abroad.
Than I'm not sure if there is a conversion ritual accepted by all Hindu denominations.
When you convert in a Shiva temple under the guidance of a Shaiva Guru - would a Vaishnava accept you as a Hindu (and vice versa)?
Those are my ideas.