It will only work for family members that were alive at some point. Taking the Goths as an example, if Mortimer moves with the graves of Cornelia and Gunther (alive when you start the game), and those of his grandparents (dead when you start the game), his family ties will stay with his parents but not his granparents.
I haven't actually tried this myself. I'm just getting my info from Turoskel's posts
here and
here.
And it only pertains to moving via the new Move Town function that came with patch 1.55. Using Edit Town to save them to the clipboard and place them somewhere else might have different results.