You have two situations here.
The more serious one is that your daughter has developed this attitude!
No matter what a gift is, who gives it, or how often, she needs to have manners enough to be thankful and say so, even at four years of age. It would also be nice if she had a heart that went along with the words.
So that's the first thing to deal with. If the attitude is not right, there needs to be a consequence. Work on thankfulness for everything, whether from your MIL or from any other source.
You want to be sure to model this as well, expressing your thanks both for what your daughter does for you and for what anyone else does. "Guess what just happened? Mrs. Jones up the street had too much orange juice in her fridge, and she knew we like orange juice, so she brought us a bottle. Wasn't that kind of her? I need to write her a little thank-you. Maybe you could help me take it up to her house."
Then deal with Grandma. "I love your heart for your grandchildren, but right now there's a problem! Susie has a poor attitude about the things you bring her - she's started thinking she's entitled to them and you've seen how she behaves when she isn't happy with what you bring. Yes, I'm thankful it doesn't hurt your feelings, but it's important for me to fix the attitude now so it doesn't grow into something worse. So for the next month, when you come, would you PLEASE just bring your love and not a present? It will help so much, and I'll keep you posted on how this all turns out."
Grandma might have a hard time doing this. It could be that being able to give something material is a big thing to her. So make her feel as special as you can. It won't hurt you, and it will help her.
When Susie gets back to being her usual thankful, happy self, you might suggest to Grandma that if she brings a present - every three weeks or so at most - she bring a book? Thrift stores often have marvelous old children's books, and it's fine to read a second-hand book and then either pass it on or keep it to read again.
I'm both a grandma and a Goodwill shopper, so I identify with this situation - that is, I hope I don't identify with it too much! Maybe I'd better ask my grandchildren's parents!