His grandfather left instructions that the females should be deprived of their inheritance; should they follow this with regard to their father’s legacy?

Firstly: 

A will which deprives the females of their inheritance is an
unjust and haraam will, because it is contrary to the division of the estate
as enjoined by Allah, may He be exalted, in His Book, and He issued a
warning to the one who goes against that. Allah says concerning inheritance
(interpretation of the meaning):

“These are the limits (set by) Allaah (or ordainments as
regards laws of inheritance), and whosoever obeys Allaah and His Messenger
(Muhammad صلى الله عليه وسلم) will be
admitted to Gardens under which rivers flow (in Paradise), to abide therein,
and that will be the great success.

14. And whosoever disobeys Allaah and His Messenger
(Muhammad صلى الله عليه وسلم), and
transgresses His limits, He will cast him into the Fire, to abide therein;
and he shall have a disgraceful torment”

[al-Nisa’ 4:13, 14]. 

It is not permissible for the heirs to act upon this unjust
will; rather they have to give the women their rightful share of the
legacy. 

It should be noted that it is not permissible to bequeath to
heirs, whether male or female, because of the report narrated by Abu Dawood
(2870), al-Tirmidhi (2120), al-Nasaa’i (4641) and Ibn Maajah (2713) from Abu
Umaamah (may Allah be pleased with him) who said: I heard the Messenger of
Allaah (blessings and peace of Allah be upon him) say: “Allaah has given
each person who has rights his rights, and there is no bequest for an heir.”
This hadeeth was classed as saheeh by al-Albaani in Saheeh Abi Dawood. 

This will should not be executed except with the consent of
the heirs, because the Messenger (blessings and peace of Allah be upon him)
said: “It is not permissible to make a bequest to an heir unless all the
heirs agree.” Narrated by al-Daaraqutni; classed as hasan by al-Haafiz Ibn
Hajar in Buloogh al-Maraam. Ibn Qudaamah (may Allah have mercy on
him) said in al-Mughni (6/58): If he makes a bequest to his heir and
the other heirs do not allow that, it is not valid, and there is no
difference of opinion among the scholars concerning that. Ibn al-Mundhir and
Ibn ‘Abd al-Barr said: There is consensus among the scholars concerning
that. There are reports from the Messenger of Allah (blessings and peace of
Allah be upon him) to that effect. Abu Umaamah narrated: I heard the
Messenger of Allaah (blessings and peace of Allah be upon him) say: “Allaah
has given each person who has rights his rights, and there is no bequest for
an heir.” Narrated by Abu Dawood, Ibn Maajah and al-Tirmidhi. … If they do
allow it, then it is permissible according to the majority of scholars. End
quote. 

Based on that, if the grandfather made a will to his male
sons, this is a bequest to an heir, and should not be executed except with
the agreement of the other heirs, namely the females. 

Secondly: 

Your father did well not to make a bequest to any of his
heirs. If the deceased did not make any bequest then none of his heirs have
the right to make a bequest on his behalf, so how about if he wants to make
an unjust and unlawful bequest? What you have to do is to divide the estate
as commanded by Allah, and give each person his rights. 

And Allah knows best.