In Spanish from Spain, you would use either a propósito or por cierto in all of those sentences.
I would personally use the former for sentences where there is some kind of trigger for the sentence introduced with the expression (the previous sentence is related), and the latter when there is no trigger at all.
- Where I come from, we often answer a question with another question. By the way, where are you from?
- De donde vengo, solemos contestar a una pregunta con otra pregunta. A propósito, ¿tú de dónde eres?
- I’m having a great time with you. By the way, where are you from?
- Me lo estoy pasando muy bien contigo. Por cierto, ¿de dónde eres?
Also, por cierto feels to me like the right choice when the sentence introduced is not a question, like the third one you wrote.
Regarding de paso, it is usually used to translate something like while are at it. For example:
- Could you please take out the trash? And while you are at it, see if we got any mail, please.
- ¿Puedes sacar la basura y mirar de paso si tenemos correo?