There is no way to say this to you without being just plain blunt. I do not know what kind of father the kids have, but their gradma does not have their best interest in mind.
you need to set her straight and quick or you will have some confused and emotionally wrecked kids. I would tell grandma that if you find out this is happening again you will be forced to keep her away from the family, These kinds of decisions should be yours not hers. Don't let her get in between your kids and their parents or you will lose the respect and trust of your kids.
They will begin to think that you are a dummy and only grandma knows whats best. Stop it quick or you will regret it.