From Maj. Gen. Sir John Hanbury-William's memoirs in main APTM site:
"At meals he sat next the Emperor, opposite me, as I sat next to Count Fredericks as a rule, and opposite the Emperor. He wore khaki uniform and long Russian boots, and was very proud of himself as a soldier, had excellent manners, and spoke various languages well and clearly.
As time went on and his first shyness wore off, he treated us as old friends, and as he passed each of us to bid us good-day had always some little bit of fun with us. With me it was to make sure that each button on my coat was properly fastened, a habit which naturally made me take great care to have one or two unbuttoned, in which case he used at once to stop and tell me I was 'untidy again,' give a sigh at my lack of attention to these details, and stop and carefully button me all up again.
We then used to be invited by him to go into a small alcove room out of the dining-room while the rest of the party were eating the hors d'oeuvres which always begin a Russian meal at a side table. In that little room every conceivable game went on, a 'rag,' in fact, ending most likely with a game of football with anything that came handy, the Belgian general, of whom he was very fond, and used always to call 'Papa de Ricquel,' being a man of no mean girth, giving great opportunities for attack. The devoted tutor was almost in despair, and it generally ended by the intervention of the Emperor, by which time the small boy was carefully hidden behind the curtain.
He then used to reappear with a twinkle in his eye and solemnly march in to take his place at table.
There he would begin again by a breadpellet attack across the table and a game of what he called polo at me, with more bread pellets, which risked all the Imperial china and glasses pretty considerably.
If, however, he had a stranger sitting next to him he had all the courtesy and charm of his father, talking freely and asking sensible questions. The moment, however, that we adjourned to the anteroom the games used to begin again, and went on fast and furious till either the Emperor or his tutor carried him off."
It's really true that despite warnings to him, his mischievousness is incurable!