I suggest that you and your fiance talk together and decide what your rules are for raising your daughter. Once your fiance and you agree then your fiance, by himself would be best, sit down with them and tell them what the two of you have decided. I suggest starting out with just a few rules such as describing your wishes as far as snacks and candy are concerned, about talking directly to you and not waiting to talk to son as well as describing the plan that both of you agree upon for discipline. Or whatever issues are the most important to both of you. If his parents know where he stands on each subject they will have no reason to tattle.
This does mean that your fiance has to tell them, when they do come to him, that he doesn't want to hear it. When a couple lives with in-laws/parents they have to present themselves as a united couple. He needs to always back you even if he disagrees. When he disagrees, he needs to discuss it with you in private.
I know that this will be difficult to do. You haven't been a couple on your own and haven't developed a firm way of being as a couple. This won't be a quick solution. The two of you will be working it out as you go along.
I suggest that you read about "non-violent communication." You can read some about it on the Internet. There is also a book. the way that you word your rules and the way you talk about them will seriously affect the way your in-laws respond. This way of communicating will be new for all of you. It will also take time for it to be effective.
If you can't move out, hang in there. If your fiance isn't on your side and/or is intimidated by his parents you may have to find a way to live independently. If you are low income you will qualify for various forms of assistance. There is low income housing and food stamps for example.
Always be respectful of your in-laws not only because they are providing you a home but also because respect makes it easier to have respect in turn. You don't want them to be critical of you so word your comments in an accepting way. For example you could say, I know you enjoy giving your granddaughter Candy. Perhaps, together, we could come to an agreement of what kind and how often that she could have it. During the conversation include information about the reasons for you wanting to limit candy. Perhaps print off an article from the Internet.
Always use I statements. Instead of you're spoiling her, say, I want you to let me decide when she can have something to eat. Please ask me first.
For this to work most effectively, you will need to have that group conversation during which your fiance states, in a diplomatic way, that he and you are the parents and will be making the decisions regarding your child. I statements will help even tho the grandparents haven't understood your ground rules.
As a part of that discussion I suggest that you include asking them for their ground rules for living in their house. You have authority over your child. They have authority over their house.
If you have a room that is yours, I suggest that you set it up so that you can spend more time in your room. Everyone needs their own space and a place to have privacy. Anytime people are living together there is conflict. There is more conflict when people aren't able to get away from each other.
I've had both my mother and my mother-in-law live with me and each time they each had their own room with an easy chair and a reading lamp and for my mil, a TV. They spent hours in their own rooms. Yes, once I had both. :) They still had their independence in many ways. It's important for you to have blocks of time independently from your in-laws.
I know this is a rough way to live. I also know that many families do learn how to manage it. If you continue to have difficulty without it getting any better and you can't find a way to move out, I suggest that you get counseling. My counselors over the years have always had ideas for ways to make things better that I'd not thought of.