In my experience, favoring one child or grandchild over another is not only unwise, but it's also wrong. Not only does it hurt the children, but it also brings resentment and even anger in its wake. The Bible warns that "Resentment kills a fool, and envy slays the simple" (Job 5:2).
What can you do? For one thing, try to discover (if you can) what the problem really is. Do so thoughtfully and prayerfully, perhaps even quietly sharing your concern with other family members and seeking their wisdom. In all likelihood, the problem isn't mainly with your children. It may date back instead to how your husband and his parents got along, and whether or not they favored his siblings over him.
However, you can't change the past; you can only change the future. Go out of your way to show kindness to his parents (even if they don't deserve it), and don't speak against them before your children. The Bible says, "Do not repay evil with evil or insult with insult, but with blessing, because to this you were called" (1 Peter 3:9).
In addition, pray for your children, and ask God to help you teach them that God loves them, and that they are very special in His sight. People don't always treat us well in life, but when we know Christ loves us, it helps us overcome these hurts.