I don't agree with the passive aggressive suggestions. Don't drop hints, don't pretend to be out, don't answer the door in your coat etc. these are all fine for short term issues but you're stuck with these people forever. They have a culture and an expectation of dropping in on each other and you need to knock it on the head.
Be clear, be honest. Tell DH he needs to help you and then you both stick to your guns.
'I know this family is used to and comfortable with drop ins but I'm not. I love seeing you but we need to make a time.'
If they show up, answer the door and say honestly 'Hi MIL, so we need to talk again about the drop in tradition. This house isn't an open one anymore and this is exactly what we talked about. I don't want people showing up unannounced, it doesn't suit me. I'm sorry that's not what you want to hear. I'd love to see you Thursday, if that suits? But I'm not having any visitors today.'
Close door.
Be clear. You don't need to pretend.
Part of this is about them learning to respect you and having boundaries. It's not going to be popular but you have to do it.
If you invent reasons not to answer the door, pretend to be out etc, then you're missing an opportunity to address the bigger issue.
If they don't get their heads around you and DH being an independent separate unit with your own needs, time, privacy, culture etc- then this issue will just manifest itself in a different form for the rest of your life.