I'm afraid Beanie's wrong - two blue eyed parents means that both parents got blue eye genes from both of their parents so they, in theory, would not have a dominant brown eye gene to pass on.
HOWEVER it's not as exact as all that; if both parents have, say, really light blue eyes, it might be odd. But if the parents have eyes that are mostly blue with flecks of hazel or brown, then perhaps it's not so odd. And babies' eyes do change colour as they get older...
In Beanie's other example, it's not at all uncommon for two dark parents to produce a blonde baby - they are both passing on their recessive blonde gene - it is odd for two blonde parents to have a dark baby as there's nowhere for the dark gene to come from! But, again, it's not as exact as all that!! There are a lot of genes and it's not really as simple as ticking boxes.
But the main thing is, sorry, to tell your nan to keep her nose out of it!! If your sister and her bloke are happy together and happy with the baby, that's all that really matters!!