First of all, unless they were members of its third order, your grandparents did not “join” the SSPX. The Society of St. Pius X (SSPX) is a priestly fraternity that is somewhat similar to a religious order. That means that laypeople do not ordinarily “belong” to the SSPX. Those who attend SSPX Masses are, generally speaking, lay Catholics assisting at SSPX Masses.
The canonical status of lay Catholics who attend SSPX Masses is not something the Church has defined. To date, all we know for sure is that they are lay Catholics who are attending illicit but valid Masses. This means that your grandparents likely did not die “in schism” from the Church.
While it is a tragedy that your grandparents were alienated, in some respects, from the Church, and that they supported the SSPX’s schism, we may hope that they were doing the best that they could with the knowledge that they had. If so, then we may hope that they died in God’s friendship. I recommend praying for the repose of their souls and, if you wish, arranging for Masses to be said for them at your local parish.