This isn't about last names, but about first names - or full names.
I call Mark's parents by their first names. I decided this because:
1.) I am an adult.
2.) I have coworkers their age who I call by their first names - the only people I still address by formal titles are professors, legislators, and complete strangers when I call them on the phone.
3.) It's easier.
I did have a lot of trouble in England - what do you call your fiance's grandparents? I can't call them Grandma and Granddad - that's just weird, but I'm not calling them Helen, Harry, and Margaret either! I avoided the subject. Maybe I could get away with calling them Aunt Margaret or something. I call Mark's Aunt Sheila Aunt Sheila (or Sheila) and its not weird, even though they're all the same age. And I don't call most people their age by their first names.
This is all brought up because there was a girl outside of the classroom tonight complaining about how she doesn't know what to call her boyfriend's parents.
For those of you who don't know the answer to this at the moment, I advise you to just get over it. Mentally prepare yourself to use their first names the next time you see them. Practice it outloud. It will help you feel ready. Then it will come easy.