I could have written the opening post 4 years ago (been with DP 8yrs) I completely get where you're coming from OP and there are some great strategies suggested here.
"Gosh, when I was younger and daydreaming about meeting my dream man I never once thought about taking on his family too.... Even after 4 years it all seems like a bit of a shock. Silly I know!" - OP, I've thought exactly that on many an occasion. I imagine you're like me in that you are shocked how problematic you're finding it when you generally have pretty happy, easygoing relationships with most other people in life.
With my PiLs I usually default to the standard twist every negative thing they intimate into a big fat positive, but that can get extremely tiresome, its so much nicer to have frank, friendly conversations than constantly having to steer the mood.
I've also done the retreat to room with feigned illness tactic, it relieved me from their constant rude & misinformed chitchat on one particularly dreadful occasion, but not really a long-term strategy.
I've tried to loosen up and just shrug it all off, but just as I'm relaxing and deciding maybe they aren't all that bad they always come out with something so outrageously irritating or behave so unreasonably it would take an enormous feat of emotional detatchment not to let it affect me.
The only thing I've not tried is CogitoErgoSometimes suggestion of just giving it to them straight. I'm not especially an avoider of confrontation, but whenever I envisage this scenario, I just can't see it ever ending with a positive outcome in my situation.
I console myself in the fact that all my BiLs avoid visiting them at all costs, and my DPs previous DP refused to visit them. I'm at the stage where I'll only visit when its completely unavoidable, but its hard as they're still labouring under the misapprehension that everyone's a big happy family (My MiL's a bit like Zainab in EE in this respect).
They do live a long way away though, thankfully, so OP I guess I'm really not helping.... I think what I'm trying to say is yes, strive for a better understanding and relationship with them as you are doing, but also be prepared that no matter what you do, things might not change and you shouldn't give yourself too hard a time about that.
I'm hoping that when we have kids, it will play out as in Lydia's scenario. And my lesson of the day (from 2 threads now) is the "Sorry, was that meant to come across as rude?" retort. Going to practise that on the dog.
Urgh I hate massive long posts sorry all :(