The Fox News correspondents welcomed their second child, son George Jack Doocy, on Wednesday, April 16, in Washington D.C., and announced the exciting news with PEOPLE.

Vaughn, 35, explains she was on Capitol Hill, reporting on the IRS for Tax Day, when she headed to her routine OB appointment. While there, she was told George “was ready to come out.”

“Maybe he was tired of hearing me talk about taxes – I don’t blame him!” the Fox Business news correspondent says.

“30 hours of labor later – George made his grand entrance to the world,” she recalls, before joking, “I’m glad Peter took care of our taxes early this year!”

She tells PEOPLE that she’s “excited to add ‘Boy mom’ ” to her resume, adding, “There is a learning curve – never let your guard down during diaper changes otherwise you’ll be ‘baptized!’ ”

She also notes how exciting it is to have George’s older sister, Bridget, 2, eagerly welcome him to the world.

“It has been such a blessing to welcome our son to this world and it is just as special to see Bridget welcome her baby brother George,” Vaughn says. “Growing our family means giving our kids lifelong best friends and as a new heartbeat fills our home, our hearts are filled with more love than ever before.”

Peter, 37, echoes his wife’s sentiments, and also reveals to PEOPLE that Bridget was “the person who came closest to guessing when George would arrive.” He adds that George’s excited big sister “was also the first person to sing ‘Happy Birthday’ to him in the hospital.”

Peter also notes that George was born on his and Vaughn’s four-year wedding anniversary. “Thank you, son, for being the reason I’ll never forget to pick up a card for Hillary, when I’m picking out a birthday card for you,” he confesses.

Peter’s father, Steve Doocy, who is a Fox & Friends co-host, tells PEOPLE, “Just before George was born, the whole family was on baby-watch.”

Steve recalls that before George arrived, he was watching Peter deliver a live report from the White House lawn, and he saw “out of nowhere a dive-bombing bird smacked him in the head.”

“I woke up my wife Kathy, who listened, paused for a moment and said, ‘This bird that hit Peter — was it a stork?’ ” He clarifies it was not a stork. “That night Peter went home, shampooed his hair to get the dirty bird out, and Hillary went into labor sometime after the cream rinse,” he says.

Steve tells PEOPLE that he’s looking forward to spoiling his grandson. He explains his Instagram feed serves him a lot of Reels about grandparents and their grandchildren, that feature “sentimental music, kids running at grandmas in slo-mo, big smiles, lots of laughs.”

“But what I see beyond that is the unconditional love that the kids show to their grandparents and vice versa,” he says. “Little do they know as a grandparent, my job is to spoil them rotten the rest of their lives.”

“I expect in the not too distant future I will have a conversation with young Mr. Doocy that goes something like, ‘George, when your parents come home tonight after work,  there’s really no reason they need to know we had pie and ice cream for breakfast…again,’ ” he says jokingly.