Yes. "Treize Annees a la cour de Russie" was the first version of his memoirs, published by Payot in Paris, 1921. Even presuming he had become fairly fluent in English by this time, there's no way he would have published his first major work in other than his native language, and although parts of Switzerland are totally French speaking (including Lausanne where he ended up teaching) Paris is the obvious place to publish for a book like his. Also his intended audience would largely have been Western Europe in general and France in particular and French then was more of a lingua franca than English, unlike today.
I believe the Englsh version appeared in 1938 .
Back to my original question, I see in Nick Nicholson's brief bio of PG that he arrived in Russia in 1904. At the time of beginning his tutelage of Olga and Tatiana he would have been in Russia about a year. A short enough time, but perhaps enough for someone adept at language and with a university education like Gilliard. Also he was Swiss,that is, from a country with three major official languages and where bi- or trilingualism was promoted.
I still wonder about the language used by Gilliard in his various social and professional interactions with various members of the IF, including the youngest who certainly couldn't speak French for years. Gilliard and Nicholas face to face? Gilliard and Alexandra similarly?