I recently bought a book called "treasures of Russia - Imperial Gifts". Its a catalog from 2002 in Copenhagen on Faberge etc and the Danish and Russian royal families. It actually has a lot of letters from various members of the Romanov family quoted in it and I thought this one from Marie to her mother Queen Louise written before Xenia and Sandro's wedding might be of interest to people here about how she *really* thought about the wedding and Sandro in particular.
" He does not hesitate to show his impatience, that the long wait is finally over, shows me no feeling at all and is as dry as a stick, which is more than ungrateful after all the courtesy I have shown him since he became engaged. He receives everything comme si cela lui etait du [as if it was his due] but is never fully satisfied in his pretensions which are more than grand, and which I did not expect from a gentleman, let alone from a Grand Duke, and which pain me rather, for I am wholly disillusioned, but that is just between us I trust, for I find it highly distasteful! In time, I hope this will cease, and that her good influence will help awaken more noble feelings in him - it probably comes from a bad upbringing, but he is also lacking in tact, and in delicacy, which must be inne [inborn] - that is not something you learn, it is something you are born with! Now that this has all been confined to paper, I worry about having said these things - but to you, Mama, it does not matter - you will keep it to yourself, won't you." [19/31 July 1894]
**Source - the state archives of the Russian Federation, fond 642