Tell them that you remember what it's like to be a first-time parent, and that you understand they will no doubt want to have time together to bond with their new baby, but also that it is such an exhausting time, both emotionally, and physically. Let them know that anytime they want a little help/assistance/support/advice, you will be on hand to help them out, and they shouldn't worry about asking you, as that's what grandparents are for. Let them know that you are there for them, and they only have to say the word.