Congratulations on the impending birth of those twins. It is always a joyous event to become grandparents.
I'm glad you asked these questions and I have some suggestions but firstly I suggest you open a discussion with your daughter and her husband. You haven't mentioned what religious path they have chosen for themselves and for their future family. You wouldn't want them to see you as interfering in that choice any more than you would want them to try to change your choice to be Jewish. Opening up the topic will let you all know what will work. The key is mutual respect and then the children will learn to respect all relgions. You will continue to celebrate Jewish holidays and I hope you will include them in your celebrations and join your grandchildren in their holidays. In this way you will all learn more about each other's traditions.
I would ask the parents how they feel about tsedakah boxes. You might want to introduce the regular giving of tsedakah at Shabbat and other occassions when you are with the twins and give them as a gift when they are older so they understand this mitzvah. I wouldn't want the parents to see you as pushing Judaism.
I'm glad you are thinking ahead to Chanukah and Christmas as this can be a difficult time and you don't want to set up Judaism to compete with Christmas. I think if you start talking to the new parents early on about evolving your particular family way, you will not bump into any sensitivities. Really, open communication between the generations will allow problems to be solved before they occur.
You can find more suggestions on our grandparenting page here:
http://www.interfaithfamily.com/relationships/grandparenting.shtmlBest of luck,
Karen