There are your kids not the grandparents. They should respect the agreement you and your wife had to bring them up as blues. My auntie married a rag and all four of their kids are utd she is still a blue ;).
I think its wrong for other people to try and get your kids to support their team. It's not funny if you dont stop it you could miss out on alot of father and son time going to matches. Try telling the grandparents this I am sure they would understand this.
Mind you your kids might not like football ! I have one who like me is City mad we travel up to around 10 games a season, the other about 1 a season lol.
Good luck ps I started taking both around the age of 6 to City I think they joined the junior blues at birth so getting birthday/xmas cards from the club was special to them as well