I'm often amazed at the differences in N&A's 5 children, while all 5 share similarities that mark them out as related they all look completely different. For instance, there are times Tatiana has a Eurasian look to her while Olga has always looked Slavic to me, this despite the fact that between Nicholas and Alexandra there was very little actual Russian blood in the children's genes (Nicholas himself being largely German genetically). The reason why I'm amazed is that in comparison many of the other royals at the time all looked remarkably alike thanks to intermarriages (Queen Victoria for instance married her first cousin Albert and their mutual uncle Leopold of Belgium managed to marry his Coburg relatives into several other dynasties). By the time of OTMAA most of the royal families of Europe were either related to QV or the Hapsburgs (with the famous Hapsburg jaw seen in many of their family members), yet the Imperial Children all seemed very distinctive. The only exception I can see is Anastasia who resembled the young Alix of Hesse when she was young (especially noticable in the nose and eyes) but even Anastasia lost most of that "Hessian" look as she got older.
And I agree with Antonio about Tatiana about Tatiana's nose. In many of her younger toddler pictures you can see the little (charming IMO) nook at the tip of her nose that prevents it from being totally straight yet this seems to have disappeared in many of the formal and informal pictures of her, probably thanks to retouching. It's not like it disappeared as in a (rare) few of her "adult" pictures you can still see it if you look closely enough.