Allan Marshall was being held on remand at HMP Edinburgh in March 2015 when he suffered a cardiac arrest during a lengthy struggle with staff, during which he was dragged face down and feet first by prison officers.
A sheriff described his death as "entirely preventable" after a fatal accident inquiry (FAI).
His family held the vigil in Edinburgh on Saturday to coincide with remembrance events organised by the United Families and Friends Campaign (UFFC) in London and Lyon.
Mr Marshall's aunt Sharon Macfadyen said: "I hope that other families come forward to join us in shining a light on the failings of this system.
"It's time for families to stand together to demand our politicians take action."
The Scottish Prison Service (SPS) is currently considering 13 recommendations made after the FAI.
Justice Secretary Humza Yousaf last month said that SPS bosses would seek expert, external advice as part of a review into the use of control and restraint procedures.
A Crown Office spokesman said: "The Crown Office and Procurator Fiscal Service is committed to the thorough and timely investigation of deaths in custody and to improving its performance in this important area of work, including in the provision of information to bereaved relatives."