That would have a different meaning in English. If "they" are asking "for" you then they are trying to find you, or they are summoning you, to speak to them. I'm not sure how to modify the given phrase for that. Pehaps simply, "ili demandis por vi."
If they are asking about you then they didnt want to speak with you. Ili ne volis paroli al vi.
I like your wording :) Yes, Esperanto has the option of a past continuous tense -- you can say "Ili estis demandantaj pri vi".
But you don't have to use that form, and most people would probably use the simple past in Esperanto, "demandis".
So "Ili demandis pri vi" could translate to either "They asked about you" or "They were asking about you".