I have tried to create group in assembly and then tried to select it in family table and got error: No Group found. Well this is funny if I take group for filter and then select group, and then Pro/E tells me that there is no group huh that is something very wrong?.
But I got solution for this, if you take feature instead group you will be able to select groups in model tree like features and out them in family table.
I know that this isn't like it supposed to bee but family tables aren't still in proper shape they must be.
Also be careful if you must change density of part, when he got family table (if you change density in generic, and regenerate all instances it will be changed, save file-generic, open it again in new session and old density is back even in generic part).
Hope it helps a little.