T.S.
It's normal for kids to separate themselves from their parents. My daughter was 2 when she first told me that she didn't love me, and she did it in a very calm and collective manner. My daughter is also very close to my mom, much to my displeasure. She has said in the past that she likes my mom better than me. It's somewhat infuriating.
The whole thing is a difficult matter to handle. Of course she is going to like her grandparents better. By nature grandparents have less rules, they tend not to get mad at the kids, and in general your kids can do pretty much whatever they want while they are there.
I had to tackle my problem 2 ways. The first was that my mom had to enforce our rules while watching our daughter. I told her that if she couldn't do that then we would have to look for other options in child care (it was a bluff, but it did work). This included not getting involved when we were having an issue with our daughter. So if she tried to run to my mom to get out of trouble, my mom had to scoot her away and tell her that she needed to work it out with us. In cases like you daughter not wanting to talk to you on the phone, my mom would tell her that it's not ok to treat us that way and she wouldn't allow it in her house. On that end things were solved pretty quickly.
The second way I had to change things was with myself. Your MIL doesn't have to worry about taking care of your daughter and getting the every day tasks done. She has the time after your daughter leaves for that. This means that most of their day is most likely fun time. You don't have that luxury. Even though my daughter and I did have our fun time, I had to step it up. Make things more special since it was limited. This also helped. I'd put something off that was not absolutely essential for me to finish and I'd spend that time with her.
The biggest thing I had to tackle with my daughter is that it's ok for her to have preferences to other people other than my husband and I, that's part of becoming independent and growing up, but it's not ok to be disrespectful to us. Good luck.