The u is just informational, meaning that the texts are unicode.
>>> country
[u'bangladesh', u'bhutan', u'maldives', u'nepal', u'sri lanka', u'united arab emirates', u'hong kong', u'malaysia', u'singapore', u'thailand', u'china', u'bahrain', u'iran (islamic republic of)', u'jordan', u'kuwait']
>>> for c in country:
... print c
...
bangladesh
bhutan
maldives
nepal
sri lanka
united arab emirates
hong kong
malaysia
singapore
thailand
china
bahrain
iran (islamic republic of)
jordan
kuwait
>>> import json
>>> json.dumps(country)
'["bangladesh", "bhutan", "maldives", "nepal", "sri lanka", "united arab emirates", "hong kong", "malaysia", "singapore", "thailand", "china", "bahrain", "iran (islamic republic of)", "jordan", "kuwait"]'
>>>
So, you don't have to do anything, you just misunderstood what the u means