My dear 'Bluetoria':
Thank you for your posting! This is a good question on your part. Please forgive me if anything about my last post has been arrogant!
My best answer is that I think it just does not occur to the Orthodox Church to encourage reference to the Royal Martyrs or to any other saint on any terms other than their Christian name and perhaps their title, at least not in our services and written prayers: Holy Righteous Father John of Kronstadt, Holy Blessed Xenia of St. Petersburg, Holy Martyred Tsarevich Alexei.... and so on. Long titles! In akathists, you will often find epithets in the sections, such as 'o wise Elizabeth' or 'o meek Seraphim'. But nothing too familiar, I suppose! I can see referring to the Royal Martyrs by their first names when talking about them though, as they are seven members of the Church Triumphant -- always there to listen to the prayers of us poor sinners in the Church Militant.
The nickname 'Lex' that has been bestowed on St. Tsarevich Alexei in this thread may not be respectful of him, but it is a sign of great affection for the boy, something I myself can understand. Who would not love and admire someone so innocent, so kind and so much a prince among princes? I would love to be able to write good and uplifiting fiction about the Heir, and it helps and humbles me to remember that the most appropriate place I've ever seen him referred as Alyoshka - what his family and closest friends called him - is in fictional accounts of his life.
God bless you through his prayers and those of his aunt, 'The Holy Monastic Martyr' St. Grand Duchess Elizabeth! - E. the sinner