My exPIL visit occasionally. I leave DC2 with them while I collect DC1. I have previously asked them not to play in my bedroom - to stick to downstairs or the DCs bedrooms.
This week FIL said he went in my bedroom and pulled my bed out looking for a toy DS2 thought was there. I was really annoyed. I had put all my private things in my room and closed the door - and there is a journal and paperwork by my bed. I was also embarrassed because it was messy. Underwear etc. 
I genuinely don't think he sees it as an invasion of privacy like I feel it is.
I don't want to leave them here alone again but I don't want to overreact. I feel petty even describing it. Would you mind family going in your room? I didn't like it when I was living with ex and his family went in our bedroom then too. He never saw a problem.