Everyone in my family is very religious, so I doubt anyone else would have come out, even if they were gay. I may be the first. I don't even know of any family members other than my dad who isn't diehard Christian.
Side note... trying to go vegetarian has proved far more difficult than coming out as gay, lol. My mom is making a huge deal over it, and she hardly even seemed to care that I was gay, even though that basically translates into "Mom, I'm going to hell." in her mind.