I.bought a girl and a boy onsies, wrapped it up and then put a note on top that says what will I be and mailed it to my sister that lives out of state. She loved the idea!!
Mail them the ultrasound picture and tell them to either call you or Skype you when they receive it to see their reaction also if you get like a cute t shirt saying I love you grandma and grandpa
Do you Skype with them you could talk to them and maybe have something baby related there in the picture see how long it takes them to notice. I am pregnant with my third and both our families live across country so we decided to tell Christmas day we had Christmas decorations made with five bears with mine my husband's and two kids names on four and the fifth said baby 3 it was a big hit for the families and everyone found out the same time