Hello C.,
Not sure if what I am offering is advice or just opinions, but this seems to be your first child who is barely a month old. I wonder if this is the first grand child?
I remember coming home from the hospital with my first (we now have 2, the second is 3 months old) and teh same thing happened. My first was whisked away, grand parents and aunts came over often,e veryone has an opinion how to do things,e tc. It annoyed me to no end. I was an angry first time mom and extremely possessive over my son. It has gotten better. I was not confrontational, but did say, when I was told things, he is fine, we like it this way, etc. Eventually they got it and the comments became less. I at one point, asked my mother, do you think I am even doing a good job? And she said of course, a wonderful job. It is new for them and they want it to go as smooth for you as possible, plus I think they have grand parent possessiveness as well.
If it is really bad, maybe when they say, I can't stand it with the baby crying, tell them, Ok, I will leave the room. Or, if they try and whisk the baby out of your arms, say, No, she is comfortable right now.
As hard as it is, try not to let yourself feel judged. If they truly are, it is their problem. For me, I try and tell myself, everyone can say something once, then leave it alone. You are n ot blowing it out of proportion, in my opinion, because you are mom, period, but unless you make it clear, either subtly or directly, nothing will change. Being grateful had nothing to do with the fact that you want to raise your child as you see fit. Being ungrateful is asking and never appreciating, two different things, as far as I see it.
Practice how you will respond to the next bit of advice you get (Thanks Dad, but times have changed and it is not good to leave a baby on it's stomach, plus we prefer it like this) then let it go. And, hormones has a lot to do with it. I did not realize how much until I had baby number 2, how much hormones affected me with baby 1. Give yourself a break. Where does your husband stand with this? Talking with him and being on the same level, and having him share in the vocalization, however you choose to do this, will mean a lot.
On a side note, when my daughter, now 3 months, was only 2 weeks old, I went shopping and she screamed the entier time (in the car seat on the shopping cart, won't do that again) and a lady practicallyl follwed me thru the store saying, oh if I could help you I would, Oh, when my children screamed like that I would do all I could to stop them. I smiled and continued shopping with her screaming. I picked her up here and there, but I had to do what I had to do. So, it is not just grand parents...:)