I used to keep my rebelling family members in the dungeon. When they asked for 'more suitable accommodations' I threw them in the oubliette. Then they die soon. In early versions, you never got kinslayer trait for this kind of 'execution' although I am not sure for newer patches.
It is sometimes better to just turn Pagan than remain true to the main religious groups (including heretics). When I turned Norse, it was chaos at beginning, but then my game was very stable from that point onwards once my vassals converted.
Of course, that is good if you have a small kingdom with small vassals. Not good for empires.