In the book, "Curse of the Romanovs" by Staton Rabin, there's a quotation that I think might be from "Thirteen years at the Russian Court" by Pierre Gilliard. I know that this book lacks correct Historical preferences, but the Author said that all the real quotes were in Italic. Here's the quote/conversation between Alexei and Gilliard:
"Gilliard, is my family cursed?"
"What nonsense! Where do you get such silly ideas?"
"Gleb told me. He said Mama came to Russia walking behind Grandpa Sasha's coffin, and brings us bad luck.
And on the day Mama and Papa were crowned, everyone rushed in for free souvenir mugs. A thousand
peasants got crushed to death. Like ants!"
"And what did you say when Gleb told you this?"
"Nothing. I punched him."
"Alexei! You are older than Gleb, bigger than he is. What would your Mother say?"
"I know what Papa would say. He would say 'Good for you!'"
Also did Alexei call Gilliard, "Zhillie?"
Sorry for being Naive, but we're all learning here.