In Greek mythology, the gods screw anything that will stop moving long
enough, especially each other.
Hera is Zeus's wife and sister, Hades is married to his niece (so you can
make jokes about Aeson being his own cousin).
The author however has stated that deities don't have DNA, so there is no
genetic relationship, so say two Zeus demigods giving him grandkids risk no genetic problems due to inbreeding, and so is not particularly frowned upon.
That doesn't mean that your MC might not be really squicked about the idea
of say dating his great great great granddaughter Calypso, or his cousin or possibly even half-sibling and great great grandson and great great great grandson Aeson. If I did my math right there on adding the greats.
But when your grandkids include Doom, Death, Pain, Retribution, Fate,
Strife, and Old Age, family reunions are weird enough that the sexual shenanigans are the least of your worries.
On to do list, have a talk with Moros and Thanatos about not giving granddad a break with the whole “die young again and again and again” thing.
"What, did I forget a birthday or something?"