You and I have a lot in common. I am a fellow Catechumen, and have no Orthodox in my family, either (and even very few committed Christians). I too am walking down the road of the inquirer alone. I have also taken several years down this road of being and inquirer, and then Catechumen, albeit for different reasons (my reasons relate more to horrible struggles with horrible sins). And I also have some experience with Mormonism, as I grew up in a very "Mormon" part of the US and very nearly became Mormon myself several years back. Everything you say about the immersive nature of the LDS church is correct: it's far more than just a weekly Sunday morning sacrament meeting. It's an entire culture and instant social organization.
In my case, I first wandered into an Orthodox church in November of 2007, and got a burning desire to join. I was enthused for a time, fall away, lapsed into sin, came back, lapsed again. Etc. I finally came back for good last April, was made a formal Catechumen last November, and God willing, will be Chrismated this coming Sunday, the Sunday of Orthodoxy.
Maybe you will benefit from my story. After one of my very first Liturgies, in the fall of 2007, I was in the church basement for our parish's after-church social. An older man in a beard notice that I was new, pulled me aside, and started talking to me. He was with another older man, also in a beard. This second older man, upon learning that I had just begun attending, fixed a piercing stare upon me. He then spoke to me in a commanding tone that, to this day, nobody has ever used with me: "This is the truth faith. Never forget that. I've seen everything else. This faith is the true faith." Now, since that day I've read much of the writings of the Fathers, and much Scripture, lives of the Saints, and all manner of other holy books. I've gone through Catechumen classes, sang in the choir, made pilgrimage to a Monastery, and had several one-on-one counseling and teaching sessions with my parish priest. But those words I heard from that complete stranger, way back in 2007, despite all the lapsing, haunted me, and kept dragging me back, until I'm finally here now, out of my sin (since June of 2009, glory to God!), back to the church, and here to stay.
You, like me, have found the true faith. The Holy Spirit has led you to where you find yourself right now, and He will give you the faith and courage to continue, notwithstanding any difficulty--if you ask Him. But the choice remains yours. Unfortunately I can't give you an easy answer. You are correct that your decision may lead to strife and difficulty -- after all, Christ promised us that His followers would experience family difficulties (read Luke 12:49-53). You are getting a sense of what it truly means to be willing to risk anything to follow Christ. But the purest love you could show for your family is to wish to join them in God's Kingdom. And while their salvation is primarily within their control, the best thing you can to do help them on their path is to pray for them, and to become the brightest Icon of Christ you can become.
One of the most wonderful things about Orthodoxy, and one of the things it has in common with Mormonism, is that in Orthodoxy, we are not saved alone. We are in this together, and we are all our brothers' keepers. Be assured that you have the countless Saints and angels in heaven, and the Most Holy Panagia herself, praying fervently for both you and your family right now. Join them. Speak to an Orthodox priest about your concerns if you have not yet done so. And pray. Pray for courage, patience, and humility, and for the conversion of your family. Pray for direction down the correct path. Pray for faith: "Lord, I believe; Help my unbelief! (Mark 9:24). Learn the story of St. Monica if you have not already done so - she spent years in prayer and tears for her unbelieving husband Patritius and her philandering son Augustine. Both eventually discovered Christ through the example of her patience, virtue, and humility, and Augustine himself even went on to become a Saint of the church himself.
I will pray for you, as well - please pray for me.