I tried the subtle stuff with an elderly relative, and I got nowhere. Then one day, I just said, "when you say that, you sound like a racist."
Hackles went up, angry words were hurled at me, but...the behavior changed. Finally.
Your grandparents attitudes could also impact your parents freedom. I know of an elderly couple (white, "Christian", southern" who were kicked out of an assisted living facilty for their racist attitudes which ended up creating a hostile work place for the staff. Their son had to buy a house to accomodate their limitations and take care of them pretty much on his own until they died.
So, your parents may have a vested interest in getting your grandparents on board with getting woke enought to behave like the nice Christian people they imagine they are.