I don't recall any face-to-face anecdotes offhand, but I do find some of Tatiana's letters unexpectedly amusing for someone who had a reputation for being reserved. From a letter to Petrov, 26 January 1918:
"A small [snow and ice] hill has been built in our yard. When we get bored with walking back and forth, then we slide down it, and often we take very funny falls. Once Zhilik ended up sitting on my head. I begged him to get up, but he couldn't because he had sprained his ankle and it hurt. Somehow I crawled out. It was terribly silly and funny, but he still had to lie down for a few days because of his ankle. Another time I was going down the hill backwards and banged the back of my head really hard against the ice. I thought nothing would be left of the hill, but it turned out that neither I nor my head burst, and my head didn't even hurt. I've got a hard head, don't I?
Eh?"