Sticking to the 20th century:
Nicola I of often forgotten Montenegro was the father of King Danilo, Q.Helena of Italy and Q.Zorka of Yu (if she hadn't died in 1890).
All but one of King Constantine I of Greece children sat
on thrones: Alexander I, George II and Pavlos were kings of Greece .
As for the daughters, Elena, was on the way to become Q. of Roumania and later styled as Queen-Mother of Roumania and Irene was titular Queen of Croatia.
Vittorio Emanuelle III was the father of King Umberto II and Queen Giovanna of Bulgaria.
Is the family of King Leopold III and Queen Astrid of the Belgians the last example in European royal history, where two or more children sat on thrones (whether as sovereigns or consorts of sovereigns)? All three of theirs did: two kings and one grand duchess.
Is the family of King Paul and Queen Frederika of the Hellenes the last example before theirs? They became the parents of King Constantine II of the Hellenes and Queen Sofia of Spain ...
Or perhaps it would be the family of King Frederik IX and Queen Ingrid of Denmmark: two of their three daughters became queens (one regnant and one consort).
It could have happened in the family of Prince Carl of Sweden and Princess Ingeborg of Denmark: two of their three daughters stood to become queens consort, but only one managed to actually become one.
Can anybody name additional examples since the 20th century? The further back you go in history, the easier it should be: both Vicky, Princess Royal of Great Britain (who became the Empress Frederick III of Germany) and King Edward VII of Great Britain -- the two eldest children of Queen Victoria -- had two children who sat on thrones.
And, of course, one cannot forget the Father-in-law of Europe: King Christian IX of Denmark had no fewer than FOUR children sit on thrones; moreover, his youngest daughter married a pretender and his youngest son could have become a king, had he accepted the proffered throne of Bulgaria. The eldest son, King Frederik VIII of Denmark, had two sons who became kings.
Queen Marie of Romania became known as the "Mother-in-law of the Balkans" because of the marriages of three of her children: her eldest son became King Carol II of Romania, her eldest daughter became Queen Elisabeth of Greece, and her second daughter became Queen Marie of Yugoslavia.
Are there any other examples to add to the list?