I'm actually a little concerned now. My MIL has always tended to nag and bombard us with information if she thinks we should be doing something (e.g. sat during a visit on her i-phone checking when local garages were going to be open as she felt we ought to get our MOT done earlier than we were planning to), but it didn't occur to me she'd actually take any action without checking with us first. Then I was telling DH about this thread (he often gets short recaps of what's on Ehell) and he said he could totally see his Mom taking Dinky for a haircut if she thought it was in his eyes! I told her she better not, and he said he didn't think she'd see it as a big deal, she'd just be helping with something we obviously didn't think was important or didn't have time for or whatever. I mentioned the baptism-without-parental-permission thing, and he got really mad (he's militantly against organised religion) and we wound up in an argument as he was using, "If your family were to do that..." and, although my family are religious, none of them would dream of taking such an important decision away from the parents of a child.
Now I'm wondering how to get across to MIL that any and all changes to Dinky (appearance, diet, anything) gets run by us first, without being rude since she's not actually done anything (Dinky is still in-utero, so it'd be kinds hard for her to!).
I think this is a good thing to be aware of (though obviously you want to get on the same page with your DH, hopefully without actually arguing). I'm not sure you could really say anything to her in advance, though (like, "Please don't ever take Dinky to get her hair cut without talking to us")--assuming someone will do something rude when you have no precedent for it is rude in itself. Not to mention the fact that there are about a million things you would have to list!
But you can still set boundaries NOW about other things, and I'm guessing there ARE plenty of things to set boundaries about, given your concerns. For example, you can say things like, "Actually, we're happy with the doctor we have. We don't need you to recommend another one" or "Actually, we're not taking suggestions for baby names or discussing them with anyone" or "Thanks for your concern, but we're taking care of baby-proofing the house, we don't need your assistance." And other non-baby-related things, too, of course--whatever you find you resent her doing. And if you need to set a consequence for further boundary pushing--"I've told you we're taking care of it. Please stop discussing it or I'll hang up"--make sure you actually follow through.
I think boundary-setting is really best done in small increments way in advance, regarding the little things, so that you hopefully never get to the point where someone does something HUGE and you actually have to cut off contact with them. It depends a lot on the persistence and methods of the offender--some people will be content to just one-up you conversationally for the rest of your life but would never actually take action (which you still don't have to put up with), others you wouldn't dare turn your back on. IMO, of course.
ETA: I have a friend who is similar to some of these mothers and MILs--she's just now pregnant with her first child, but I could see her in 25 years being the object of posts here.

As just one example, when her then-boyfriend and his roommate needed to find a new apartment, she did all the investigation, set up the appointments, reminded them about the appointments, and finally
drove them to the appointments. Her reasoning was that if she didn't do all these things for them, they'd just wait until the last minute and have to take whatever dump was available. And this was
her problem because...? But that's kind of how she
is. The reason we're still able to be such good friends is that I know how to set boundaries with her. I don't fight about every little thing, just for the sake of fighting--I honestly don't care which restaurant we have dinner at, for example, so it's fine with me if she chooses. But I'm not going to order the octopus just because she thinks I should. Not happening. That's my boundary and she knows I mean it so she doesn't push. And we get along really well. (No offense intended towards octopi.)