You may have previously read When Is It OK to Say "I'm Jewish," Even If You Really Aren't. But what about the other side? When MUST you disclose your in-flux status, even if you really don't want to? I make no promises that this list is exhaustive, but I will update it if other important issues are mentioned in the comments or as I learn more.
NOTE: This post applies just as much to liberal conversion candidates as orthodox ones, though the specific halacha may differ.
Many conversion candidates feel that their status is no one's business. And that's true. However, sometimes your feelings must take a back seat to Jewish law. Sometimes your Jewish status can be very important for the sake of a mitzvah. And in those cases, you may cause someone else to make an aveirah (a sin) when they actually believe they are doing a mitzvah.
Counting a minyan: The most obvious case! If you're male and in an orthodox synagogue, you will have to disclose that you aren't Jewish so that they won't daven prayers that require a minyan when they don't really have one. If you're sensitive to sharing this, show up a little late. If the minyan normally gets more than 10 men, you can try to arrive after 10 men will likely already be there. If it's always close, then there are going to be 9-12 regular men who will just have to know that you aren't a Jew yet. Even if the rabbi/prayer leader knows, the others will also have to know sooner or later because they will inevitably say, "But rabbi, we have 10 men here! What do you mean we can't start yet?"
Similarly, you may have to disclose this to the gabbai or rabbi if he tries to give you an aliyah or other honor during a synagogue service. No offense, of course, but you shouldn't be doing anything but davening in your seat. If someone asks you to leave your seat to do something, it's probably not allowed until you've converted.
Zimmunim: A zimmun is when 3+ men (no matter how many women are present) eat a bread meal together or 3+ women if no men are present. It makes the prayer after eating (bentching) different. Like the minyan, a pre-convert doesn't count. Further, the bentching prayer is slightly differently if there is a minyan present, so you should also be sure that you aren't "the 10th man."
Liberal female converts, all of the above also applies to you.
Wine and grape juice: If you're drinking grape products at someone's house, the host(ess) should know that you are not halachicly a Jew. If the wine is "mevushal" (boiled), you may touch it. If it isn't, you may not even touch the bottle once it has been opened. What happens if you touch/pour the wine? It becomes non-kosher and is therefore prohibited to any Jews. Granted, this could be a good strategy if you want to hog the wine to yourself! Personally, I don't trust myself to remember which bottle is mevushal or to even ask, so I have a flat policy that I don't touch kosher wine bottles once they've been opened. You can handle this in such a way that others don't realize what you're doing. I usually ask men to pour me a glass, and they gladly do so (or do it voluntarily long before I ask) for the sake of chivalry. Things get weirder when I ask a woman to pour for me, and it will usually end with me having to explain my status. If you're male, you may have to explain it to anyone who pours for you because that "seems odd." A tip: Before it's even an issue, ask a friend or the host(ess) to always pour for you. That way, you don't have to explain to anyone else. You can also make a deal with the person sitting beside you.
Cooking food, generally: You may not "cook" food for a Jew. This is more complicated than I can describe here and relies on rulings from your rabbi. As a general rule, I suggest not feeding a Jew any food you've prepared. Bring prepared, packaged foods with the packaging intact. That way, the hechsher is visible, and if the package is unopened, there is no question. There are other options, but they are beyond the scope of this blog post. This way, you should always be safe.
Cooking food on Yom Tov: A Jew cannot cook food for a non-Jew on a holiday. Generally, a Jew can cook food on a holiday with Shabbat restrictions so long as 1) it is for the holiday itself (or for Shabbat if it immediately follows the holiday without a "weekday" in between) and 2) it is for him/herself or another Jew. A Jew cannot cook for someone who can normally cook for himself or herself, aka, a non-Jew. However, there are ways to deal with this that are beyond the scope of this blog post. Be sure to warn any host(ess), who can then check with his or her rabbi about the halacha.
It's never pleasant to reveal your lack of Jewish status to a stranger. But sometimes, it's necessary. You need to place your ego and fears in the back seat to keep others from violating Jewish law. Just remember that one day this will no longer be necessary, and these unpleasant conversations will teach you valuable middos such as humility, honesty, patience, kindness, and a sensitivity for the emotions of others.