Honey, ask yourself
why you want to tell the family. Is it just to let them know? Or are you really wanting them to tell you it's OK?
If you just want to tell them for the sake of telling them, then you need to consider how they might react ... and if you think it's liable to be poorly, then just keep it to yourself unless it get's brought up by someone else. There is no good that can come of telling the parents if it will upset them and cause them to be concerned for you, even if that concern is born of fear due to their own beliefs.

If you are looking for acceptance of a chosen path, ask yourself why you need that from them. Yes, acceptance from others (especially family) is really nice. But we will survive whether we get that acceptance or not. If it's not worth being upset by their (possible) reaction, there is no reason to mention it. There are no wrong answers and as we mature and grow as adults things are constantly changing and we need acceptance from others less often.
Let your life and actions speak to who you are. If it does come up in conversation in the future, you can just calmly state that you are the same person you've always been. The only difference at that point is that they'll know you follow a different path. Just keep in mind that some people are so rigid in their religious beliefs that they can't accept another (especially one they care about) having beliefs different than their own.