My parents were trying to change me to their way of thinking.
Literal
Parents [subject-が] me [object-を] own way-of-thinking [to-に] change-try-to were.
自分たちの考え方 (their own way of thinking) uses 自分たち (themselves, plural) and 考え方 (way of thinking — 考え + 方). ~ようとしていた uses the volitional + とする in past progressive: 'were trying to.'