Thanks to Robot Cake's cuff link question, I found some cute ones for my fiance!

I love them because they look vintage and also because I'll be wearing a locket around my neck on the wedding day too. My locket will carry the engagement photos of my Finnish grandparents (who passed away right after they gave me that locket). The question is, whose photos do I put inside FIs locket cuff links? I'd like to give them to him as a surprise and put some meaningful photos in there.
I need your advice! There are four spots for photos. Immediately I thought I could put his four grandparents in there, but two of his grandparents haven't really given us any photos of them (and don't seem to have any!) So then I thought about putting photos of his mom and dad and two sisters... but--as a brother--is that weird to carry photos of your sisters in a locket?
Should I just put photos of the two of us in there?
What would you do?