C.S.
I am not really sure of a way to ease the transition, at that young of an age it is hard to understand that someone isn't where they always were. I would instead focus on how to keep them connected to their grandparents after the move. Maybe set up to send videos of the kids doing things and have your parents send video messages back to the kids once a month or so and send pictures alot. besides that all you can really do is talk on the phone and visit when you have a chance.