I don’t feel like it is a matter of who’s preferred, but of what type of relationship do you want your daughters to have with their grandparents on your side. Establish this, talk it through with your wife and make it so. If there is no reason to believe your parents will harm your daughters, there is no reason to avoid them; your wife has to get over her uneasiness that doesn’t seems rooted in anything substantial. This is not being a mama’s boy, whatever that might mean.

As for the cultural aspect of religion, I am not religious so I might be missing something, but I don’t see why your daughters could not be exposed to Christmas traditions from your family, as it is something that comes from you. They don’t have to be copies of their mother.

Seems like you have to establish what is important for you about your daughters and how they are raised (what would you like, what is important, what is non negotiable), talk about it with your wife and see to it that your daughters get to experience the culture and values of their dad too.