As you have a prior commitment to the bridal shower, I'd say go to that, but take time out (you know how they can drag on and on) and call the party on your cell phone, and ask to speak briefly to family members. Explain you had already mad e this commitment, but next time, if you know in advance (this being a big hint to them) you can come to their event.

If you were close to your grandfather, I'd say the opposite, but it sounds like you are not terribly fond of each other anyway.

We worked out early on that Thanksgiving is with Paul's family, Christmas with mine, and the rest flowed pretty smoothly.