I believe there were plans to build a chapel around Rasputin's grave, but the revolution put a stop to that.
The chapel was in progress at the time of Rasputin's murder, and was apparently a project of Anya Vyrubova.
"At 9 we 4, Papa and Mama rode to the site of Anya’s building, where a service was conducted and Father Grigori was buried -- on the left side of the future church. Save us, Holy Lord..."
"The 4 of us were with Papa, Mama and others at Gregory’s funeral. Buried at Ania’s construction."