I don't think it's a big deal, because sometimes I do the same thing as you guys, and so far there haven't been any warnings or blocks on our accounts. But it would be better to use two different devices.
Go and read the terms and conditions of the casino site that you are using, you will see it there. Gambling site make such rules because they do not want excuses from people that will lie and said the other accounts belong to their family members and not him. If it has been like that for your it is better you stop doing that for the casino not to ban your account.
Pretty simple solution, make it so that every family member uses a different casino or bookie, there are hundreds of casinos out there, so there is no need to overcomplicate your life and make everyone in the family play there!
The best to me is to use different sims and devices. They can still use the same site if they have different IP and devices.
Alternatively, you could all use the same account, since it's family I don't see why you couldn't trust each other with the amount you play and win, if that is indeed a problem them maybe you need to solve other things first, and worry about gambling further down the road!
This will even encourage prudent spending on gambling sites but j do not think most people will prefer this.