If your ex-husband only wants to give presents to your son and your son's biological children that is his business.
In your place, I would tell him this face to face or by phone, but you may prefer to send his cheque back to him by post with an explanatory note, stating that you find his behaviour on this point mean and unkind, but as he has the right to do as he pleases in this and all other matters, you are returning his cheque, so he can send it himself to your son.
Tell him and your daughter as well, that you in future have no intention of being used as a go-between in these matters, as you for your part intend to treat all your son's children, as his children, irrespective of whether they are related to him by blood, affection or adoption.