If you have to consequent them for the behaviors before, let them know that you will and follow through with it. They are acting out with her because they do not respect her and do not believe that she can discipline/consequent them. You may let them know that the expectations are at her home the same as the rules are at home.
Allow them to know that certain things that they enjoy whether it is TV, video games, extra play time, etc. will be taken away when they act out. Also let them know how they can earn these back ex: listen to grandmother, do chores at her home and at yours etc. Make sure that they understand that it is their behavior that leads to them losing the things they enjoy, that it is a temporary thing and that they can earn them back (its all up to how they behave)