[Legate of Amon Lanc]

No one, of course. The term "cousin" is used here to explain to an "earthly" person (Beorn) that Gandalf and Radagast are not just friends, but are of the same origin. The Wizards, or Istari how they were called by the Elves, were in fact "angelic" beings sent to Middle-Earth to help the Free Peoples, but their origin was far before the Time. The term "cousin" is quite proper in this case: as the Maiar spirits, both Olórin (Gandalf) and Aiwendil (Radagast) belonged to one of the Valar, and had they belonged to the people of the same Vala, they could have been called "brothers". Now, since they belonged each to someone else, they could be called "cousins". In this terminology, their common "grandfather" was Eru Ilúvatar, the omnicreator (though that's not correct, because Valar and Maiar differ only in power and they all were originally equals created by Eru before the beginning of times).
In this way, Saruman was also Gandalf's "cousin". Interestingly enough, the same could be used, in this terminology, for the Balrog or even Sauron. The fact that we never hear from Gandalf "and perhaps you know my bad cousin Sauron, who lives in that black tower far to the South" or "look, Legolas, it's my cousin Balrog" is partially due to the fact that Morgoth, to whom both of the named belong(ed), is "no longer counted among Valar" (as Valaquenta says).