I would INCREASE the visits at Grandma's house, if she can handle it.
1. Because they evidently all enjoy it (please appreciate how wonderful this is!). As a SAHM, maybe you can use the time off as well.
2. Because the sheer novelty of staying at Grandma's is overwhelming and this is the principal reason why they throw tantrums. You need to transform this into a comforting routine, and your children will all calm down as they grow into it. Note that your children are all very young and therefore understandably emotional and irrational.
Every child I have ever seen has done this after sleepovers, parties, and various get-togethers. Some as old as 7 or 8.
It's not that the children are "mean", but rather that transitions are difficult, especially if the activity has been more fun than what they usually get at home, and more so if they have been overstimulated and under-rested
In your case it's even harder since you have 3 out of your 4 throwing a fit at the same time, and the Grandma just wallows in it and laps it all up.
You can also call Grandma and ask for help on this one. Ask her politely to back you up next time and encourage a calmer, speedier, departure. Perhaps she won't, or perhaps she'll do it in such a passive-aggressive way as to make you all bristle up.
But I think she wisely realizes that it's near impossible to calm down a horde of highly-strung kids, so she does the next best thing - shutting up and staying calm while you drudge around putting on shoes and gathering belongings.