It's different in danish. Your mothers parents are mormor and morfar. Your farthers parents are farmor and farfar. Translated to english, mor=mom far=dad.
So yeah, I called and still call them what I stated above, much like everyone else in Denmark.
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Presenting a great man. The one and only of his kind. Dudes and dudettes, it's an honor to give you... CTES... umm... well... oh whatever.