My nephew and his wife have this same situation with their little boy and my sister, JW grandma and her husband who is an uber-elder. My nephew and his wife have repeatedly told my sister and her husband that their child is not to be taught Watchtower doctrine, but they continue at every opportunity to try to indoctrinate him. I think they have not been allowed to have him alone for a while now.
I do agree with DesirousofChange, though. They will be exposed to all sorts of doctrines, ideas, what have you, over life and you could do exactly what Doc says, explain to them why you don't believe what Grandma and Grandpa believe. And, yes, Doc is right - tell them that as they grow older they need to make up their own minds about things, but that to do this best they need to seek out knowledge from many sources, not just one.
Another thing I think about this is that you need to reach out in your life and get to know other people, maybe some parents of children in your children's age group so your children can make new friends too. Join some things where you can meet other people, maybe some family things. Don't keep yourself in the situation where your only support group is your JW relatives because it may eventually backfire on you when they decide to kick you to the curb for "Jehovah; I.e. Watchtower Society".
Best wishes to you.