Bisexual - Can I ask fellow folks who happen to be bi how did you tackle the issue of telling any religious family members?

Ok my grandparents have been Christian since before I was born. They love me and were shocked when both my sister & I said we were bisexual. That it wasn't a joke no we wasn't trying to test their beliefs. That we genuinely were two sisters, two years apart who just happened to have the same sexuality. After they got over the initial shock of that they then asked me the question I was dreading. If I like both men and women why am I in a straight relationship with a man of the same sexuality as me?. Does that mean I have a woman on the side and he has a man?. This genuinely the questions they asked me. I had no idea how to answer them. Best I could do was yes we're both bisexual but we love each other we don't have anyone else involved in our relationship just us and being bisexual isn't like a light switch I can't just stop liking both men and women at a flick of switch. But being religious and old fashioned they still can't get their heads around this. I have given up on them accepting my sexuality as it goes against their beliefs. I am just happy to know they still love me. But it's getting ridiculous every time I go over and they ask when are they going to meet our sides. Meaning my apparent girlfriend and his apparent boyfriend that we supposedly have along side our own relationship to each other. I'm not saying doing that is wrong because it's not you love who you love and as long as your not causing actual mental, emotional and physical damage to yourself or anyone else I don't judge. It wouldn't be so bad if what they think is happening was actually the case but it's not. Has anyone had this problem?. How did you get them to back off or finally get them to understand?