For #3 I had my daughter call my mom and MIL and break the news that she was going to be a big sister again.
With my mom, this was because she too is one of those who is not happy about more than 1, maybe 2 kids. My MIL, well, she has 4 kids, so it was just for the symmetry of doing the same for both grandparents. Then we emailed everyone the ultrasound photo. Funny thing there is that my MIL did not catch my daughter telling her about the baby. Not sure how, but she missed it. So my BIL got the email first, then called SILs and MIL/FIL and they were all in shock!
It's likely our last baby so in the email to my mom I said "First photo of your last grandchild". Her response was "Why, am I dying?" Exactly why I didn't tell her verbally myself. In her defense, she knew I wanted 4 kids, but with the intense morning sickness, a preterm #2, weekly shots to prevent preterm #3, I think this is it for me.
But to tell them it was a girl, that was a little more fun. My daughter has been dying for a little sister for years (or so she thinks...

) so again I let her have the honors. We baked strawberry cupcakes and iced them pink and made shirts that said "I'm going to be the big sister to a little sister" (and big brother for my son), also written in pink. We waited till we saw each set of grandparents in person then had the kids serve the cupcakes to them while wearing the shirts.