Some background:
I have a small number of close family members, and all of them (apart from my siblings) are socially conservative (ranging from quite socially conservative, to very socially conservative).
About half of these close family members also belong to a sect of Christianity that is quite conservative and literal in their interpretation of the bible when compared to mainstream religion (I'm happy to share which sect if it's deemed relevant to the question).
I was raised in said religion but left a few years back; it was difficult at the time, but it's generally accepted at the moment, with the caveat that it's a subject none of us bring up at risk of painful arguments ensuing.
As an aside, I have a great relationship with almost all of my family, especially my parents and grandparents, and none of them (apart from my siblings) know, or even seem to suspect, that I'm gay. I'm also not currently living with, or dependent on, my parents.
My current situation
I'm worried that my parents (or other family members) might find out about me dating other men through word of mouth. Unfortunately, it's not as secret as it used to be, and I'm worried about one particular individual who now knows, and might decide to inform my family about this. In any case, I think they're going to start questioning my lack of a girlfriend at some point (I'm currently 24).
I'm starting to think that instead of continuing to hide it from my family, the best approach might be to tell my parents, and other family members, about it first. Rather than them hear about it through someone else before me, or start asking awkward questions that I'm not well prepared to answer.
What would be the best way to do this? Sit down and talk to them about it? Write them a letter? Tell a more distant family member (aunt) first to gauge their reaction before talking to my parents?
I'm really struggling to think of a good way of doing this; I'm expecting the reaction (at least initially) to be quite bad, but hopefully if I approach this in the right way I can mitigate that?