R.M.
Hi T.,
It is perfectly normal for a 4 year old child of any sex to question the differences between girls and boys. At this age, children realize there is a difference, and just like understanding why horses and zebras are different, children want to know why boys and girls are different.
Do not punish or shame your grandchildren, but use books and age appropriate discussions to help your child understand the difference.
If you grandchildren masterbate, which may happen, again, do not shame or punish, because at this age it is not sexual, but just feels good. Send them to their room or bathroom, explaining that it is a private act, like using the potty.
I hope this helps!
R. Magby