I know this is far too late to respond to; however, I figured I'd answer it, just in case, others had this question. I think that it's fine to allow your Grandma to throw you a shower, just be clear with her that this doesn't mean that her friends are invited to the wedding. You can rename it an engagement party which means that there's not as much stress on having to invite anyone to the wedding, it's more of a celebration of your engagement. You also can have it after the wedding in which your Grandma's friends can be part of the celebration and the wedding's done, so therefore no pressure to invite!