You are right, Johan! Each country (and each mother-in-law ) follow their own policy in that matter.
You could have added the example of Letizia Ortiz Rocasolano, who, at Crown Prince Frederik and Mary Donaldson's wedding on 13 May 2004 (just a week before her own wedding to prince Felipe), wore a pair of ruby and diamond clips which had belonged to the Countess of Barcelona:
(Credit: Pascal Le Segretain [1st and 2nd pictures], Sean Gallup [3rd picture]/Getty Images Entertainment)