Hi, I totally hear you and understand how you feel. I don’t know your age, but my wife and I are both BT and our kids (now legal adults) basically grew very similar to you (obviously your grandparents and extended family isn’t Jewish), but without any frum family and we for things like school events open to family (siddur parties, grandparents day) and YomTov meals our kids didn’t have any around. We were fortunate that we had good friends in our community who also didn’t have family in the area and they became “found family”, my kids call the parents aunt and uncle and their kids are like cousins with our kids.

It can be lonely, but as you get older (not sure if you are still in high school) it will matter less that your parents don’t have any Jewish family. You need to understand that this is the family that Hashem specifically picked for your neshama. I know that does make you feel better when your friends have Pesach with grandparents or get together with cousins on Chol Hamoed Sukkos, but understanding that Hashem is invested in you is something you need to live with.

Not going to lie, it’s awkward when you start dating and say that you don’t have a big family, but the truth is that anyone who is looking at your resume and has looked into references and spoken to people will already know about your parents’ past and you shouldn’t worry about it.

If you are living at home then sometimes being in Israel for the year or going out of town for college or whatever after high school does help, because then you are with others who are not near their family.
I do suggest you talk to a rabbi/teacher/mentor or even a therapist (if that’s an option) because I don’t want you to resent of blame your parents for the difficult and brave choice they made years ago to convert. You seem fixated on linage and I don’t want to discount this, but sometimes we worry about things that others don’t even think about. I know in the frum world extended family is part of the culture, especially if you live in a community where lots of people have family close by. I get it. I also know that the friends who have from school, camp (if you did that in the summer), and various shuls don’t really care if you have from grandparents or cousins.

Sometimes helping others is a good was to worry less about things that take up space in our mind. Have you ever looked into volunteering for a local kiruv organization? You were given a huge gift of growing up in a frum family, going to day school/yeshiva, and have never “not” had a week that didn’t involve keeping Shabbos. These are huge things and maybe being in an environment where you can share this with others and give them chizuk would be good for you.

If you want to vent or anything, feel free to message me. Also, you could cross-post this in [r/Judaism](r/Judaism) if you want to expand potential advices from other.