Numerous recollections exist (in Russian) about eating and drinking habits of the last two tzars. Briefly, both of them (especially Alexander III) preferred simple food in private, but were confined to gourmet - mostly French - cuisine by strict ceremonial rules of the court dining. While Russian "national" meals were also served on a daily basis, an European influence was quite apparent in their recipes. The only places where more traditional, peasant-style meals were allowed, were imperial hunting reserves - Belovezh, Spala, etc.
Nicolas II was careful not to express his gasronomic preferences, except probably to his immediate family, because any such statement would have been interpreted as an "august will" and could affect public tastes, market prices etc.
As to the drinking, Nicolas always gulped two small glasses of vodka (sometimes flavored) just before breakfast and dinner, and savored a large glass of Madeira wine during the meal. His dad Alexander III preferred cognac - at any time.