J.F.
My son and I moved a LOT before finally settling down where we are now. The only thing I could do to help him was to lat him know that I would always be there with him, that I love him all the time no matter what and to keep MY rules and schedule for him the same. Yes, we lived with friends and family who had different rules. I learned that following their rules rather than mine confused him and caused issues. I finally had to talk to our hosts about the differences and agreed that my rules and schedule for him worked too and that we could compromise on things. Once things were back to "normal" with his schedule and rules, his behavior improved.
Stick to your guns and stick to what your boys know. Grandma and Grandpa should understand your position. Abiding to their rules and schedule is fine if it's only overnight or for a week at most. After that it gets confusing and frustrating for little ones. Especially if there are a lot of "don'ts" in their rules (like it was at my Mom's). If there are too many things your in-laws don't want the boys to do and they aren't willing to bend, then finding activities away from the house as often as possible helps too.