Final answer:
The correct sentence is 'Ils en sont allés.'
Step-by-step explanation:
The correct sentence with the correct object pronoun replacing the object is 'Ils en sont allés.'
The object pronoun 'en' is used to replace the prepositional object 'chez leurs grands-parents' which means 'at their grandparents' house.'
For example, instead of saying 'Ils sont allés chez leurs grands-parents,' you can say 'Ils en sont allés' meaning 'They went there.'
Learn more about French pronouns