So for starters she's a baby. She's objectively a cute baby (even people who dont like babies will mention it), and when she's not ruining my sleep/eardrums she does cute baby things. Got a picture of her holding hands with another baby at daycare and have been getting "jokes" about how I need to get a shotgun ever since. Mainly from my own father and father in law but also others. Been trying to come up with a good way to shut it down. I don't think anyone is actually expecting me to get a gun much less attempt to intimidate the first person brought home but I'm pretty tired of hearing it already and there's who knows how many years until a potential long term partner.
Not the first parent v grandparent thing I've had to deal with (never imagined how often parenthood would have me telling my own mother to "shut it" essentially...) but this is the first where I've been struggling with a good response. Maybe because she's still working on standing but I havent considered friends much less anything more yet...I've been going with the eyeroll and noncommittal grunts for now. Both grandpa's are loving, stubborn, and more than a little emotionally stunted.
Yes, lots of emotional brinkmanship in this one. Grandparents can absolutely be toxic enough to warrant no- or low-contact, but I don't see where OP has indicated they're close to that point. This is a retrograde joke from the grandpas, but in the US it's also utterly cliche and doesn't necessarily imply much. Something along the lines of your suggestion could absolutely be a better option in the early going. You could even make it more casual at first: "Nah, this one's going to be able to take care of herself. We're making sure of it."
Personally I wouldn't wait to get to that point. Had I made it clear early on that "used to be okay" jokes or comments were not, in fact, okay, I probably would have saved myself a lot of heartache.
Confronting loved ones over unacceptable behavior is a necessary skill that takes practice to develop, and I would have been better served if I had done so from the start with my in-laws.
Perhaps I wouldn't repeat OP verbatim, but there are a lot of ways to get the basic point across.