Ugh, I think grandma showers are one of the worst ideas I have heard.
I was invited to one earlier this year (for a coworker). I bought the grandmother a gift (a really cool crafts book with various baby/kid things she could make for her grandchild because I knew the grandmother-to-be was very artsy-craftsy). Everyone else bought typical baby gifts for the shower so I felt like I got it wrong, but whatever. My coworker (the GTB) seemed to LOVE it so I didn't mind.
As it turned out though, her grandchild wound up dying shortly before birth, what a mess and talk about awkward in the workplace :-(