Ok, honestly, I just saw this and nobody should do this. This is a douche move.
I can only tell you to:
1. Go to their house, get the caller's number and tell the police.
2. This is equally as effective, but, go their house, take a video with the caller's number in it, and show this to the police.
Either way they cannot refuse to help you. All you need is evidence and they HAVE to try to help you.
And then there might be this...
3. Change your grandparent's home number. This is less effective, but it might also work.
Any way, I hope this works out for you and your grandparents.