OP here.
Thanks for all your wishes and views

The first time she said it she did hastily correct herself by saying a girl would be just as welcome.
But she wants a great-grandchild with the family name, and that's basically it. She loves all of her great-grandchildren, but for some reason she's just very hung up on the continuation of the line.
So in retrospect, it's not as much a 'I wish it was a boy', as a 'I wish there was
a boy'.
She called up my DH since the hospital a couple of times, to ask how we all were doing. All in all she's very enthusiastic. So I think I'll let the previous comment slide as a slip of the tongue, but if she ever repeats it in front of my child, I might use one of the suggested quotes to gently tell her off.
And if she starts about a brother I'll point her in the direction of the other two nephews

I'm not about to start the second one so soon.
It also might be I'm taking it a bit too personal: I was supposed to be a boy myself

But I came out a girl, so that meant my parents had to have another kid. I'm not exactly sure what the backup plan was if my brother turned out to be a girl as well. So I actually did grow up with the feel that I wasn't good enough. It's not a happy feeling, and I'd rather save my daughter from it.
But some posters make a very valid point; DH's grandmother is 87. The odds of my girl picking up on those few slips are not that big. It might not be a hill to die on.