I agree, teaching critical thought skills are important, and we should all teach our children how to think.
But at 4 years old, critical thought is not going to help much.
I wouldn't worry to much about your daughter being taught to pray, but its the other stuff that can be very damaging to such a young person.
I got heavily indoctrinated by my grandparents when I was five, they grilled me with the "paradise" book, it was awful. My first day of kindergarten was the first time i was ever exposed to non-witnesses, I could not stop thinking about all those kids about to be destroyed at armegeddon. I would force myself not to think about them dying and tried to "trust in jehovah". But I could not stop thinktring it, the thoughts just tortured me.
Four is much to tender of an age to teach critical thinking skills, but it is not to young to terrorize with thoughts of death and destruction.
I would do everything in my power to protect my child from well-meaning,but seriously damaging Grandparents.