Such a broad pardon pre-empting any charge or conviction is highly unusual but does have precedent. George Washington pardoned plotters of the Whiskey Rebellion, shielding them from treason prosecutions. In the most famous example, Gerald R. Ford pardoned Richard M. Nixon for all of his actions as president. Jimmy Carter pardoned thousands of American men who illegally avoided the draft for the Vietnam War.

Update:

On top of that, any and all pardoned individuals can be called before other court proceedings or congressional committee hearings and be asked questions under oath regarding their pardoned actions - without any 5th Amendment rights. They have to answer truthfully or they will be subject to new charges not covered under their pardon.

In actuality, if Trump pardons himself and his family, all of them would be forced to tell the truth about all of their actions covered by the pardons - something Donald would never, ever do. Pardons might be the best way to actually guarantee solid charges can be brought against all of them if they don't openly admit all their criminal acts - which might finally burst the believers' bubble.

Take a pardon, admit your sins. Can't admit your sins(?), reject/cancel the pardon and see you in court. Can't have it both ways, and you knew what the pardon entailed when you accepted it.