How do I practice the Dhamma in an environment where it's not supported?
The Buddhism as a religion which can be seen practiced nowadays is often and in many ways quite different to the practices in the texts. Therefore your group is right to worry about you imo. There are several sects even within the Theravada and a variety of disagreements, chances are they already got you:)

Perhaps try approaching the whole Buddhisms more like an academic pursuit and experiment with meditation, shouldn't be a big deal if someone wants to explore those things. The problem arises when you come of as a lunatic and they are unable to communicate because they are not trained in that system of language (dhamma).