If the tickets aren't already purchased maybe explain your situation to your parents. Perhaps you could go different nights so they can watch DD on the night you and DH go? Although you won't get to experience the show together I'm sure the grandparents would love to spend time with your little one.
We are going to a musical later in the year and leaving the girls with their grandparents. Grandparents are then going to see the same show the following weekend.