This is one of my favourites of Olga:
The little Grand Duchesses went to church regularly from the time they were babies. It was during this year that the Grand Duchess Olga began to notice what was said there. She came home one day and told me " the priest prayed for mama and papa, and Tatiana and me, the soldiers and the sailors, the poor sick people, and the apples and pears, and Madame G." I exclaimed at this last, so she said: "But I heard them say 'Marie Feodorovna.'" I said I thought they meant her grandmama. She said, "No, AmamaÕs called Amama, and your Majesty, but not Marie Feodorovna." I said "and also Marie Feodorovna," but she now replied "no one has more than two names, and I am quite sure Madame G. would be very much pleased if she knew that the priests prayed for her in church." - Six Years at the Russian Court, Margaretta Eagar.
Who was this Madame G? I don't remember seeing her name anywhere else.