Honestly: it gets better with time.

They just have a hard time accepting that you're grown up. But they will, one day.

There's one funny example I remember from when I was studying: I used to come home every weekend to wash my clothes and see friends (and *not* spend time with my parents). And my mother talked to me and said "I don't mind you just coming home to wash your stuff, but your father really misses you". And my father came to me the next day and said "We should really spend some time together on saturday. I know you're all grown up now, but your mother still misses you terribly."

It stopped after about two years. I was still coming home every month, and I still talk to my mom on the phone every sunday, even now. But at some point they just accepted that I can fend for myself.

I think you're doing the right thing to talk to them honestly. It will take some time of hurt feelings and adjustments and misunderstandings until they can wrap their heads around the fact that you're responsible for your life now.

It will probably also help if they don't support you with money anymore. Just be patient. :)