L.,
I hate to tell you this but just by the fact that your MOL waits until you are out of the room to give your son the "banned" foods, she is already well aware of your wishes, she is just ignoring them.
If you son is staying at Grandma's because you need someone to watch him it makes things more difficult, but if hes staying there because you want them to have together time, then you could just keep him home.
I now have 5 children and seem to have mellowed. I had a similiar problem with my own mother when my oldest child was about your sons age. I didn't want him to have the junk food at all, and she was determined to spoil him, it caused many, many, arguments and hard feelings for a long time.
This is experience speaking here-you can let the situation go one of two ways (and I learned this the hard way) she can be your biggest headache and cause of stress, or she can be your best helper. I tried to police my mom all the time about the food and indulging my kids, and after awhile I came to the realization that they knew they could only get the stuff at her house, they didn't bug me for it at home. It really wasn't harming them in any permanent way (other than the occasional tummy ache).
While my relationship with my mother isn't perfect and we still have our "issues", she is good with the kids. She loves them every bit as much as I do, she would never do anything to hurt them, and would do anything for them. So now I actually feel good when I leave them at her house, I try not to think about the food thing, but concentrate on all the other good things they get out of being close to her. Not to mention that if she is not busy she is always thrilled to babysit with little or no notice and she does it for free, just for the joy of being with her grandbabies.
To me the payoff is much higher to keep things in this perspective than to be mad about it all the time, and feel like I always had to battle things with her.
I know easier said than done, its your first baby and you know how you want to do things. I guess all I'm saying is in time you may look at it differently, and be glad for her presence in your life (although it took me a long time to get to that point!)
Good luck to you and God Bless.