For me, it's a mixed bag.
For some characters, like Celia, their family isn't important. Celia's an independent woman. I haven't even really thought about her family.
For characters such as Noelle, her family shapes who she is, for sure. I have Noelle's family tree mapped out a few generations back, but I don't care if none of them ever enter play.
When I wrote Trystan, a huge part of his character was his family interactions, since he comes from an interesting background - muggle mother, pureblood squib father. So his family tree is complete with every birthday, everything. What was the most important for him, though, was his two sisters. The relationship between them was so important that I asked my real life sister to play one and I play the other. Not that I don't trust other people to get it right, but the three of them have such an intricate, complex relationship that I wanted to keep them close to home. They're my babies.
So yeah, family is important to most of my characters. As for my canon, Percy, his family is obviously important, and I'm glad to see so many of them in play. But there will always be a couple of characters of mine whose families aren't important to their story.