F# (.NET Core), 179 bytes
["Baby";"Daddy";"Mommy";"Grandpa";"Grandma"]|>Seq.map(fun i->([0..2]|>Seq.map(fun _->i+" Shark doo doo doo doo doo doo")|>String.concat "\n")+"\n"+i+" Shark!")|>String.concat "\n" No input, export to a string and to std output in a console.
145 bytes
for i in["Baby";"Daddy";"Mommy";"Grandpa";"Grandma"]do(for _ in[0..2]do printfn"%s"(i+" Shark doo doo doo doo doo doo"));printfn"%s"(i+" Shark!") No input, export to std output