If my son is baptized but not attending, and my daughter-in-law is not baptized, is it wrong to pick up my grandchildren?
Be careful not to blame kids for their parents' sins. You seem to be mixing your son's disobedience as if it was also your grandchildren's. Each person is responsible for his own mistakes and sinful behavior (Ezekiel 18:20). What you decide to do with your son is separate from how you treat and guide your grandkids.
Paul told the Corinth church not to divorce a spouse because of the possible chance the spouse may become a Christian and even their own children may convert to Christ because of a Christian spouse's influence (I Corinthians 7:14). In the same way you are a grandparent and have a tie in the family that you can use to influence the grandkids and not exclude them or "divorce" them simply because of their father's shortcomings.
Considered Timothy and the influence of his grandmother, "For I am mindful of the sincere faith within you, which first dwelt in your grandmother Lois and your mother Eunice, and I am sure that it is in you as well" (II Timothy 1:5). Grandparents can play a key role in a life of a child. If they choose to, they can be a winning influence over their souls for God. "Adversity pursues sinners, but the righteous will be rewarded with prosperity. A good man leaves an inheritance to his children's children, and the wealth of the sinner is stored up for the righteous." (Proverbs 13:22; see also Proverbs 17:6; Psalms 128:6). The inheritance isn't just wealth but the passing on of righteousness, and you, as a grandparent, have an opportunity and obligation to do so.
Volunteer to pick up your grandkids and invite your son to come back to the Lord as the opportunity arises. Right now you can influence grandkids toward the Lord and teach them God's ways as much as you possibly can! We as Christians are called to be wise with our time (Ephesians 5:15-17) and to make the most of every opportunity we have with the people around us (Galatians 6:8-10). What better opportunity than your own grandkids going to church with you?