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The specific religion probably doesn't matter, crazy inlaws transcend all religions, creeds, languages, and probably species too.

Unfortunately when you marry someone you marry their family too, and a person's interaction with their family doesn't change when they get married. If you were still dating I'd say it's something to seriously evaluate as part of the relationship, but that boat has sailed, so at this point there's really nothing you (meaning you specifically) can do.

Either you (meaning both of you together) accommodate for it (if you want your kids to have a relationship with their grandparents) or you cut ties / move away / etc.

Arguing is pointless because they're not going to change, and you have to be very careful you don't let it drive a wedge into your relationship (i.e. you can't resent her because of her family when you went into things knowing how things were).

Whatever you do your wife should probably lead since it's her family; discuss it with her and decide what level of relationship you want with them, and implement it together. Be polite and don't get drawn into arguments.

If you guys decide to minimize interaction, just be super polite when you shut the door and don't let them come in unannounced, or if you decide to try and accommodate just hide all your sinful evidence.