Hi Michael,
Yes Nicholas II was indeed a Knight of the Garter but he was invested into the Order (Knight No. 802) by Queen Victoria in 1893 before he became Emperor.
Here are some honours I am aware of : in 1894 he was made Colonel-in-Chief of the senior Scottish Regiment of the British Army, the 2nd Dragoons (Royal Scots Greys) , now known as the Royal Scots Dragoon Guards. Here is his portrait in full dress uniform done by Serov in 1902 for the Regiment (it’s now at the Regiment’s Museum at Edinburgh Castle) :

Still today, the Regiment remembers its former Colonel-in-Chief : I’ve read that the Regiment’s cap badge is always worn on a black facing, in mourning for him but I’m not sure it’s the true reason. Nevertheless in 1998, the Commanding Officer and a regimental party were present at the burial of the Emperor's remains in St. Petersburg. And at regimental dinners at which the Band is present, besides playing "The Queen" and "God Bless the Prince of Wales", the Imperial Russian Anthem is also played, in his memory. The anthem can be found on at least one of the Regiment’s Pipes & Drums & Military Band CD. In full dress uniform the Band’s bass drummer still wears the distinctive white bearskin given to the Regiment by Tsar Nicholas II on his becoming Colonel in Chief of The Royal Scots Greys.
Also,on June 11, 1908 when King Edward VII visited Russia he appointed his nephew as honorary Admiral of the British Fleet. His British Navy uniforms are in the Tsarskoe-Selo Museum collection.
And during the War, in December 1915, King George V appointed his cousin as honorary Field-Marshal of the British Army. In March 1916 a high-ranking British delegation went to Russia to present his Field-Marshal baton to the Emperor.