Just a thought - if the ex thinks your husband MAY come back, she will enlist the little guy to help and convince him that if he goes along with JWs it will be a good thing for his father - compounding the guilt he is already feeling. It's important that your husband take a firm stand and make it clear that returning is not an option.
Something I did with my grandchildren to counteract the JW propaganda they were hearing from my mom was to treat the religion as if it was just one of many (which it is). JWs are not "special" and do not have "the truth" and there are all kinds of different beliefs and religions. I taught them that many people believe other holy books, like the Koran, and that it's okay to hold different religious beliefs. When they would repeat some belief she had told them, I would say, "well, your grandma believes that, but here's what other people believe" and give them a broader perspective without necessarily labeling a belief right or wrong.
I also explained the reasons why I disagreed with her religion, for example, the idea that I was a bad person and god was going to destroy me. They all agreed that was wrong, of course! I tried to use common sense things, but always doing so in a way that validated her right to her beliefs. The common message was always, "we believe differently, and we are good people, too."
Always reinforced the good in the world (as opposed to the negative viewpoint JWs hold). Zid mentioned science - I also make sure I talk a lot about scientific advancements and the wonderful things people can do when they are educated. Use teachable moments. For example, I take my grandkids with me to vote and explain about democracy and that it is an important responsibility as a citizen. Poke small holes in things like celebrating birthdays - where they have absolutely no logical support or reason for, adding a positive, "we are so happy you were born and we want to celebrate that and make it special"
But as has been mentioned, kids do want to please both parents, so you have to walk a fine line. Not be critical of the other parent, while at the same time helping them see that the belief system doesn't make sense. Kids are smart.
My grandsons also get some twisted beliefs from their father who is not even a JW, he's just a psycho lunatic. But he is similar to JWs in that he wants to keep the boys completely isolated, with no friends, only reliant on him. However, what complicates things here is that JWs are a cult and use cult methodology to keep people enslaved. I would say one of the best things you can do for your little guy is make sure he has lots of non-JW friends, gets to go to parties and school events, has lots of opportunities to get involved in things like sports, arts, group activities where he really gets to know people in "the world" and can see that they are not evil.