I cannot find a specific collective noun for cousins. If you are doing creative writing, be creative:
- a cuddle of cousins (you have a warm, close relationship)
- a cackle of cousins (gossipy, backbiting relatives)
- a company of cousins (you enjoy their company and doing things together)
- a contingent of cousins (you stand together against the world)
- a quantity of cousins (so many cousins you only know some of them)