I tell them as they interrupt, "thank you for correcting me" then carry on to where I left off. We all chuckle because they can't seem to help correcting dad all of the time. It is in their nature. I am wrong sometimes, so they keep doing it.

One of the funniest times when this happened is my FIL and I were talking about how the women in our lives always tell us we are wrong or correct us. Both his wife and my wife said that is not true. Less than five minutes later, he was showing us this camera he got. My wife asked where he got it, and when he answered, "at a garage sale", but my wife and MIL instantly replied together, "Nuh uh". My FIL and i looked at each other, then at the other two, and then we all busted up laughing.

I edited the OP with some emphasis so you wouldn't miss it if you go back and reread it. Should provide a laugh.