I don't think you're being unreasonable.
Is it a school nursery? I'm a teacher in a school nursery and I know that there's a huge amount of pressure on us to start so many things earlier, as the expectations for Reception, Y1 and throughout the school just get higher. Sad but true.
We have names out in the morning when children come in. They 'sign in' first by recognising and posting their name in a post box, then by having a go at writing when they are ready or when they want to.
We do lots of name and other writing practise, but as you said it's often in the sand/glitter/shaving foam, or with playground chalk or on the interactive whiteboard etc. Children also have lots of opportunities for writing, drawing and Mark making in all areas of the classroom inside and out, and we do correct pencil grip and encourage the correct grip (also through fine motor activities - tongs, tweezers, pipettes in the water tray, peg boards, threading etc). I'd never force a child who was clearly finding writing painful and upsetting.
Definitely speak to the teachers, maybe just mention he has seemed upset, stress you want to support him and them, and ask what other ways you could try to encourage his motor skills and interest in Mark making.