We experienced this, with each set of grandparents trying to lay claim on the baby months before xmas. What we do is have one xmas on our own, the next with my parents and the following one with my in laws. We rotate this over a 3 year period, and although fair, I still feel like my mother in law is unnhappy that we could possibly want to spend xmas on our own with the 2 kids. I also feel that as kids get a bit older it is unfair to take them away from all of the toys they have just got from santa, so I make them come to me but get them to cook the turkey!! Is there any reason why they can't come to you?
It is not selfish to want to spend your first xmas at home with just partner and baby, remember that.
Betst of luck with the grandparents!