Advice: coming out to family

I have been dating a wonderful couple for about two months now. We're all very happy and see this becoming long-term hopefully. Since they have become such a huge part of my life, I don't want to keep them secret from my parents. My parents are who I want to come out to and I am not that scared of how they will react, but my extended family (who I don't care to tell any time soon) will probably be super negative. The hardest part is not only am I coming out as non-monogamous, but as bisexual as well -- this is the first woman I've ever dated. I live in the Midwest where we tend to be a bit more conservative, religious, homophobic and most would probably frown upon the poly life. My parents are typically understanding and very open minded but I am looking for some tips, advice or insight on coming out to your family.

TLDR; How do I come out to my family as someone in a bisexual poly relationship in a conservative state without them assuming it's all about sex, or physical pleasure? What are your coming out stories?