I messaged my closest FB friends a day before I did a general post to my FB newsfeed and changed my name/gender. It went very well, got the most likes and positive/supportive comments ever for a post.

But then all of my friends on FB are progressive, mature and openminded people - and I have very few family members as FB friends - so I wouldn't have expected less. The response you get will say a lot about those people - if you don't like what they say I'd suggest unfriending and/or blocking them.