Here's an anecdote about Alexei (not very subtly) teasing Tatiana, with Malama present:
At six o'clock in the evening, half of the grand duchesses gathered to have tea. Outsiders were only invited by the Grand Duchesses themselves. After tea, the young people initiated games and enjoyed themselves. Among the invited guests were always the Sovereign and the Empress. Sometimes, the Leib-ulan Malama, who was very pleasing to Tatiana, would attend. Once during one of these teas, there was silence at the table. Alexei took advantage of it and suddenly declared: 'Tatiana loves Malama!' There was general laughter, and both of the mentioned ones were embarrassed and didn't know where to look. Alexei often made such revelations aloud, to the horror of the sisters, and the sisters were very careful not to get caught in his talk.
https://saltkrakan.livejournal.com/9012.htmlHer aunt Olga also teased her a bit. And it's also interesting how her sister Olga commented that she was sitting on his bed:
Tatiana, which uhlan gave you the puppy? (female dog?) You're sitting on his bed, Olga says. Very interesting.
https://www.oldenburgskie.ru/oldenburgskie/letters/article-454.html?ID=454&PAGEN_1=8In 1917, Tatiana wrote down a register of letters received and sent during the year. She sent a letter to Malama but received no answer, which isn't unexpected given that many letters didn't even reach the destination, and maybe Malama had already moved somewhere else. She also sent a letter to another Dimitri which she refers to as "Mitya", and I wonder if it's Olga's favorite, Dmitri Shakhv-Bagov, because Tatiana was also fond of him and referred to him as Mitya, but it could also be Grand Duke Dmitry Konstantinovich, whom she also called Mitya, although in her diaries she wrote uncle Mitya instead of just Mitya.
Curiously, she also received 2 letters from Volodya, another favorite of hers from the infirmary, but apparently she didn't send a reply. Maybe the letter was sent to someone else who in turn gave it to him? Perhaps she didn't like those letters? Who knows.
It's also worth noting that whoever transcribed her register found a few names names to be unintelligible, as Tatiana had a difficult handwriting, so maybe we're missing some of them
https://vk.com/wall-56510987_31714In February of 1918, Alexandra, who was fond of Malama, writes about him in a letter to Vyrubova:
I heard that Malama and Ellis are still in the regiment.
https://azbyka.ru/fiction/stranicy-moej-zhizni/6/In March of 1918, Olga Grekova (nurse from the infirmary) sent a letter to Tatiana where she talks about Malama:
Dm. Yakovl. asks to convey my most cordial greetings, I recently received a letter from him from the Yekaterinoslav province, he is in his village and will not return to the regiment.
https://m.vk.com/wall-56510987_41141I wonder if she eventually received a letter from him. Unfortunately, the girls burned many of their letters in 1918. This is what Nicholas wrote in his diary:
9 April . Monday. 1918 Found out about the arrival of the extraordinary authorized [commissar] Yakovlev from Moscow; he settled in Kornilov house. The children imagined that he will come today to do a search, and burned all letters, and Maria and Anastasia even [burned] their diaries.
Not all letters were burned though, as the one from Olga Grekova, for example, survived.
The Russian wikipedia has a lot of information about him and his mentions:
https://ru.wikipedia.org/wiki/Малама,_Дмитрий_Яковлевич