If you know what church they were members of check with it to see what they have in its records on your family especially baptismal records. If you're not sure what church they were members of at the time George's obituary might list it. It's also possible Jennie or one of the children continued to be members.
I couldn't find them in the 1930 census either. I suggest looking at the 1930 city directory. If they were living there at the time it will give you a street address and neighbors' names. Look for the neighbors in the census. If you find the neighbors and not them then you know the enumerator missed them (which is exactly what happened to my mother).
For help on both records I recommend the Historical Society of Pennsylvania and the Pennsylvania Genealogical Society both of which have extensive Philadelphia records.