Firstly, non-binaryness is a word that I might steal now..
There are some alarming statistics, but a lot of it depends on your situation. It mostly means that you have to be aware of who knows what.
I don't know if your body's AFAB or AMAB. I know that it is generally safer show your NBness if you're AFAB, because people will assume you're a tomboy or something. If you're AMAB, it might be a bit harder, but still totally possible, and I've read from a few folks who've found things that work for them.
Maybe writing down a list of what could go well and what could go wrong would help? That way you could find ways to increase the gains, reduce the risks and re-asses whether coming out is worth it; before deciding on a plan that you're all happy with.
I'd also suggest looking at the Minus18 website, since they have some great dysphoria reducing ideas. (plus lots of rainbows. If any of you like rainbows you'd probably enjoy the website...)
Hopefully whatever you decide to do will go well for you all.
[N] @Tiny_leaf For non-binariness/non-binaryness, feel free to steal it Our body's AMAB. I've had a quick read of a few pages. In the next few hours, we may discuss this in greater detail. Sounds like a good plan. If we're all okay with it, we'll report our thoughts back here. Thanks for the idea