I don't believe the regulations or guidance from OFCCP directly address this question, but I don't recommend this method. First, this won't provide you with the information you need to collect as a federal contractor. There are distinct categories of Veterans that are considered "protected," and a general question would not elicit a useful response. Second, the demographic questions should be asked in a manner that provides confidentiality in the responses, and a verbal question detracts from the confidential process. Third, the candidate might not understand that the question is separate from the evaluation of their credentials. Finally, candidates might not feel as free to respond that they do not wish to disclose if they are asked verbally. Demographic information should be requested at the time the candidate expresses interest in an open position on-line. To evaluate the effectiveness of a federal contractor's outreach, ask candidates to disclose how they learned about the position.
You can use this OFCCP audit checklist to ensure you're doing what is required to maintain OFCCP's regulations including VEVRAA, Section 503, and EO 11246. Or request a demo to streamline your compliance and recruiting efforts.