Bummer!

You're right, and isn't it an old tradition in Pakistan that both sides have seperate mayun/mehndi before the new tradition of combined ones came through? You're only going to get married once, do what you feel like so you don't have regrets later. Your inlaws might have a problem with participating in the mehndi but I am sure they won't say much if you were to host one on your own. Gina's idea of a dholki style mehndi is great.