Print out a big stack of business cards all bearing some short message along the lines of "You weren't supposed to find out like this!" and possibly also "I'm female!" and just carry them around all the time. Then if a relative springs it on her, she can throw the whole lot of them into the air like a smoke bomb and flee before the relatives know what's hit 'em. Hats endorses this plan.
I have designed the cards. Aren't they lovely?
After I designed the cards, the website proceeded to suggest numerous other items with my "company name" on them. Including this:
Random person: "Excuse me, sir, do you know the way to the beach?"
Hats: "I do. Can I see your hand?"
Random: "Sure, why-" KACHUNK
Surely this is the most gentle, tactful, and subtle way to correct people on your gender.