Some years ago the L.A. Times Book Review published a review about a book re: Nicholas and his family. The photo chosen to illustrate the review was one of Nicholas and Tatiana sitting together during the Tsarkoe Selo imprisonment. Anyway, the caption for this photo read that it was Nicholas and his wife! Needless to say, I wrote in immediately, as did a number of other people. Some said it was one of the other daughters, but the majority of us identified the young woman as Tatiana.
To me, the children are a physical blending of looks belonging to both maternal and paternal sides. Olga, I think, most resembles her father's side of the family, i.e., her Aunts Xenia and Olga. Also, in profile she does resemble her father more than her mother. Tatiana has Alexandra's height and elegance, but her facial features are a blending of both maternal and paternal sides, with her full mouth resembling the fuller lips of her father, rather than the thinner lips of her mother. Marie has generally been mentioned as having the strength and constitution of her Russian forebearers. She does seem to have been the most physically robust, with a very pretty face that perhaps is from her mother's side, with regular features more like those of her maternal grandfather. Anastasia, to me, again seems to blend the features of her parents, slightly favoring her mother's side. Alexei, however, seems most like his mother's side. (A bit like Uncle Ernie.)
As I mentioned, Olga's profile (check out that Faberge egg with the profiles of all five children, given to their grandmama) is a Romanov profile, as is Tatiana's, with the Romanov look a bit less pronounced in the profiles of Marie, Anastasia, and Alexei.