If my family is Chinese-Malaysian, is Malay part of my "heritage"?

It depends what kind of Malaysian-Chinese. Malaysian Chinese could refer to a chinese living in Malaysia and have no malay blood at all. Or it could refer to those perenakans who are a mixed breed of chinese and malay. If you are one of those perenakans, yes, you do have malay in your blood and it is part of your heritage (: