I did tell my mother point-blank a few years back. She knew while I was growing up that I was into shows like The Perils of Penelope Pitstop and that I liked bondage games with some of my friends, but I felt she was in denial about the fact that it was an integral part of my sexuality. The tough thing is that she was very understanding about many things such as my gradual disillusionment with religion, and she told me at many points that if I turned out to be gay, that was perfectly fine. As I see it, coming out is viewed as rather "heroic" as it pertains to LGBTQ identity, so I figured the same thing ought to apply to interest in BDSM. I even tried making that argument to my mother when she reacted very negatively. She responded that she would rather that I be gay than into BDSM, and (I think as a little bit of a last-ditch effort to regain normalcy) even asked me if this was just an extremely roundabout way for me to be coming out as gay.
Several years later, it's definitely a bell I can't unring. I don't think that she will ever accept it as normal. I don't entirely know why I felt I had to tell her -- it might've just been because I felt she had pooh-poohed it growing up and I wanted her to stop denying it. The point is, though, I don't need her approval anymore. I've kept my romantic life much more separate from her in general, so she really doesn't need to know about that stuff. (Though I do admit I occasionally get a little kick out of making her feel awkward by mentioning it...)
As for my father, I might have brought it up once or twice around him and never really got much of a response out of him. It's been very awkward for me to talk with him about sex in general, so after a while I gave up any illusions about some big coming-out.
At this point I feel that coming out, whether related to being gay or into BDSM or a furry, is just overrated, especially to one's parents. They generally shouldn't be exposed to their children's sex lives at all, and no adult should feel any obligation to tell them. More likely than not, they won't understand the way you want them too anyway.