This paper investigates the bit-interleaved coded generalized spatial modulation (BICGSM) with iterative decoding (BICGSM-ID) for multiple-input multiple-output (MIMO) visible light communications (VLC). In the BICGSM-ID scheme, the information bits conveyed by the signal-domain (SiD) symbols and the spatial-domain (SpD) light emitting diode (LED)-index patterns are coded by a protograph low-density parity-check (P-LDPC) code. Specifically, we propose a signal-domain symbol expanding and re-allocating (SSER) method for constructing a type of novel generalized spatial modulation (GSM) constellations, referred to as SSERGSM constellations, so as to boost the performance of the BICGSM-ID MIMO-VLC systems. Moreover, by applying a modified PEXIT (MPEXIT) algorithm, we further design a family of rate-compatible P-LDPC codes, referred to as enhanced accumulate-repeat-accumulate (EARA) codes, which possess both excellent decoding thresholds and linear-minimum-distance-growth property. Both analysis and simulation results illustrate that the proposed SSERGSM constellations and P-LDPC codes can remarkably improve the convergence and decoding performance of MIMO-VLC systems. Therefore, the proposed P-LDPC-coded SSERGSM-mapped BICGSM-ID configuration is envisioned as a promising transmission solution to satisfy the high-throughput requirement of MIMO-VLC applications.