I've heard people claim that Jon violated his vows to the Watch when he dealt with Ramsey's letter. But I don't think he did. The Lord Commander got a threatening letter demanding that he give up his guests or be attacked. That's not something the Watch can/should ignore. No matter what Jon did at the point, he would be seen as interfering. Either giving up Stannis family (and siding with the Boltons) or doing what he did.