I think giving the child consequences will backfire immensely. Just say - awww it's lovely you're so close to Grandma and move on. The more you fight it the bigger the issue will get.
But also, I'd be examining my own relationship with my child if they were genuinely feeling they had a better relationship with another mother figure.
OP, I'm sure this is really hurtful for you. I'm sure her saying this deep down is causing you pain but taking that pain and turning it into discipline and punishment is not the answer.
Your DD is 10yrs, it's likely a phase for a start and you have to be the bigger person. Spend some quality time with her, do things that she enjoys.
Is your DD favouring Grandma because she listens more, pays more interest in things that are important to her, builds her self-esteem? Or simply gives her some 1-2-1 time that she craves? Etc etc.
Having multiple kids can make it harder to give one child that individual treatment and some kids, perhaps like your son's don't need it. But perhaps your DD is a bit more sensitive and she does and I can imagine a young girl just on the precipice of puberty with two younger brother racing around - could justifiably need some more maternal attention.
Grandma is important to her - it's quite frankly pretty bitter, manipulative, controlling and really mean to start to drive a wedge between them deliberately as some of the advice here suggests.
Why not just sit down and having a loving conversation with your 10yr old about it instead? She'll be in senior school soon, she's perfectly capable of having an age appropriate conversation and hearing some of your feelings on this all - if that conversation is honest and like, I say, loving and comes from a good place.
Honestly some of the advice on here is really dark. She has a grandma she loves so all this 'take that bitch away this child is mine.....' is just awful given the very limited information you've provided.