I had the same problem with my DH's sons being the 2nd wife. But when DH's oldest son and DIL were expecting Lucas, I called DS and asked if it would be alright to sign the quilt label as Grandma Kathi. After all, Lucas was going to be born knowing Papaw and I as his grandparents and DS said that would be perfectly fine. I think it helps to ask first makes them feel that you are taking their feelings into consideration and it will certainly let them know that you genuinely will love this new baby and that you care about them, too. If I hadn't asked, I think it could have been a very embarassing moment when they opened Lucas's quilt at the baby shower!!!
Kathi in PA