What do you mean by "asian" subtitles? Subtitles for HK/Japan/Korea movies, or subtitles with Chinese/Korean/Japanese characters?
If it's the former, .srt subtitle files work fine. Even if they're muxed into an OGM (and I assume MKV). If it's the latter, I think VobSub subtitles are supported (even in XBMC), but the April releases have broken them for me. <