Be sure and treat EVERY interaction with her family as one that could -- and probably WILL -- get back to her. EVERYTHING. In other words, don't say something to her mom that you wouldn't say if your wife were standing right next to her.
Secondly, thank them for supporting THE MARRIAGE, and be careful to draw that distinction. "I would never want you to have to choose between me and _______, and I know you know that and I appreciate instead that you are choosing to support OUR MARRIAGE."
Finally, know that the old adage of "blood is thicker than water" is true, and there may come a point where you aren't sided with the way you would expect. Preparing your heart for that now, so you won't feel like Jesus when His very disciples left and rejected him, helps.