I can't seem to stay out of this thread!
I think it also depends on your inlaws, and what you really think their motives are.
I don't know if you really know them well enough to guess, but do you really think they're doing this to get at you? Or to control your fiance'? If so, then it's wise that you are talking about it together, and figuring out how you need to "handle" it.
But there are times that people just thoughtlessly (or, really, innocently) do or say things that hurt you....and there will CERTAINLY always be times when people just don't see things the same way we do, or have our same priorities. Those are the times I think we need to just let some things go.
"Choose your battles" is NEVER more wise than when addressing marriage, and inlaws!
My mother-in-law is a sweet lady, but a little, uh, "simple". And ABNORMALLY attached to her sons. There have been times over the years that she has COMPLETELY driven me crazy, and times when I wished that my husband would put her in her place on a few things, but he didn't.
And TRUST ME (maybe you can tell!
) it's completely against my nature to just bite my lip and keep my thoughts to myself. BUT...I do, with her, as much as I can. Because I know that she means no real harm, and I know that creating tension between us won't accomplish anything good.
On the other hand, after alllllll that I "let go", there HAS been a time or two over the years that I've finally had to put my foot down about a few things. And, to her credit, in those cases she pretty much complied.
I certainly wish you luck in figuring out the best way to handle this, and of course your real problem is that how you handle it won't just effect where you spend Christmas, but will impact your future relations with your fiance's family, and ultimately, maybe even your marriage itself, if the tension gets great enough.