Don't know how interact with the in-laws but if you want to say it nicely, I'd say "The invitations were only sent to women, it's a girls only type event, so no boys allowed, heck my own fiance' (own father, etc) isn't coming!" and just kinda smile and say how you look forward to them at the wedding though.

BUT.....

if they are annoying & don't get the point, I'd go with the approach of "sorry, no boys" and leave it at just that. (He should get the point). I'm not sure what your relationship with your fiance' but if you haven't already, I'd have a serious sit down & explain how this type of behavior is stressing you out & that maybe he can help you come up with some ways to ease this situation for now or perhaps in the future.

Good luck to you girl! Relax too, weddings sometimes make family members loose their shit. lol