There are a few photos in the recent book Jewels of the Romanovs.
The items where mainly jeweled boxes & cuff links etc. I thought it was interesting that there where no rings, necklaces, broaches etc and that these where the only items from her huge collection to be deposited. Perhaps these items where all kept together separately in a display cabinet or something and were hastily stuffed into pillow cases and deposited at the Swedish Embassy. The mind boggles!
Some of the proceeds from the sale where to go towards an authorised biography of Grand Duchess Marie apparently.