I would mention it, but if they're like that I'd word it carefully.
Instead of saying 'My new name is ____ and I want you to refer to me using male pronouns'
Maybe try 'I've been thinking about this and my transition a lot, and it'd mean a lot to me if you could use male pronouns some time in the future and use my preferred name, which I have thought about and I like ____.'
Reword it and tailor it so your parents handle it better, it's all about the wording
Good luck

-Matt