Coming out is never easy and you never know how the news will be received.
All I can say is, coming from a religious family also, it was a non-issue. That also could have been due to the fact that I'm older and have my own life, and maybe they figured it would be pointless to interfere.
Good luck! Sometimes parents love their children more than their beliefs, and while they may be shocked and scared etc, many come around eventually.
Jay