There were, pictures taken of Mary with her neices at an event during the Australian tour (when she wore the pale dress with black spots, shes hugging them), and when one of her sisters visited Denmark soon after Isabella's birth I think - there were pictures of Mary, Fred a neice at a rugby game (the PM was there too). You could also try when Mary attended her cousins wedding, on the first day of "privacy" in Tasmania after the tour.
Sorry I dont have any of them - I only remember seeing them, but I hope this helps.
Also, I suppose they are technically together when there are pictures of the balcony appearances for Margarethe's birtday, and maybe some Xmas pictures???