Prayer is a good place to start, but it’s by no means the only way you can constructively work with the situation both for your enrichment and for theirs. Keep the lines of communication open. Ask them, for example, what they find meaningful and energizing in the worship and life of the Protestant church they are now attending. You might go yourself a few times to personally experience what they’re talking about (for example, you could go to a Saturday Vigil Mass and then accompany them on a Sunday morning). Is this permitted? Indeed it is! There are many, many interchurch married couples who do it every week as a way of giving visible expression to their real albeit imperfect unity in the Body of Christ.
The Catholic Church recognizes that Christ and the Holy Spirit are active in Protestant churches, and that their congregational members can also advance the Reign of God in our world through their gospel living. We have real gifts to offer one another for our mutual enrichment. You will likely experience some things that are inspiring, and some things that challenge you to understand your own Catholic faith even better. Keep the channels of communication open. There will be plenty of opportunities to talk about your faith and practice with these family members if you and they are open to it. And there’s no need to do it in a contentious and argumentative way. Just approach the exchanges in a spirit of “I’m sure there are some good things there, and I know we have a treasure chest of good things in the Catholic Church.”
Your family members likely still have a lot to learn about the Catholic faith, and will be more open to hearing it and deepening their understanding if they experience you are open to learning about and growing in your appreciation of what they like in their present chosen Christian community. So let it be a dialogue of love and mutual enrichment. Pray for them, and ask them to pray for you, that you all might be a light for those whose lives you touch. Jesus and his Holy Spirit can form committed disciples in Protestant churches as well as Catholic. What we want to do is expand our appreciation for the common ground we share, which is much broader and deeper than anything which still divides us.