I imagine it is difficult being the step-mom in situations like this. Perhaps instead of the reminders, you might take time to have a conversation with her, bringing it up when there is not another issue brewing...
What has worked for us (my dd is 8) is to start the conversation with just the facts... no blaming. "When grandma and grandpa took you shopping, I noticed that you didn't say thank you to them." And follow it up with an inquiry (without judging) "is there a reason you didn't say thank you?"
I don't know if this will produce a productive dialogue, but it might open the door. Maybe she didn't think the shopping trip was that big a deal, in which case you can talk about situations that might be real for her, where she has gone out of her way to be nice to someone else...
Maybe she just doesn't realize that she is being "rude". It sounds like you are doing a good job of modeling the polite behavior that you would like to see in her. That is half the battle.