Do the cast play up the fact that their characters are related?

[DonaCatalina]

Henry VII's Court was populated with his cousins, some distant, some not.
Catherine of Aragon was descended, on her maternal side, from the English royal house as her great-grandmother Catherine of Lancaster, after whom she was named, and her great-great-grandmother Philippa of Lancaster, were both daughters of John of Gaunt and granddaughters of Edward III of England. Consequently she was third cousin of her father-in-law, Henry VII, and fourth cousin of her mother-in-law Elizabeth of York.

Henry Courtenay, 1st Marquess of Exeter, KG, PC (c. 1496 – 9 January 1539) was the eldest son of William Courtenay, 1st Earl of Devon and Catherine of York. His maternal grandparents were Edward IV of England and Elizabeth Woodville.

He was an older brother of Margaret Courtenay. Their maternal first cousins included among others Arthur, Prince of Wales, Margaret, queen consort of Scotland, Henry VIII of England, Elizabeth Tudor, Mary, queen consort of France, Edmund Tudor, Duke of Somerset and Katherine Tudor, Princess of England.

[Baron Dacre]

It depends on the actor/cast.

For example:
There is a woman who plays Magdelen Dacre, Viscountess Montegu on our cast.

She is descended from my Grandmother's uncle. I call her cousin.

Since this is barely the second weekend (upcoming), I have not really had a chance to work with her as of yet.