The family is staying in a palatial 10-bedroom pad at the Amanpuri beach resort in Phuket, reported the New York Post.
"The whole family is staying in a two-floor, mammoth spread" that comes with a staff of eight servants, private gym and a pool surrounded by mini pagodas," a source said.
The family has seen "swimming in the sea off a luxury yacht, as well as playing minigolf, shopping at a mall and visiting a local Hindu temple where their mom prayed".