I don't know what happened to the bodies of the men of Alapajewsk, but the ones of the Grand Duchess and her companion, Sister Warwara, were taken out of the mine shaft by a monk named Father Serafim.
He put them into wooden coffins and brought them out of Russia - as far as I know with a stay at Peking - to Jerusalem where they're resting now since the early 1920ies in the Russian Chapel errected by the children of Emperor Alexander II in memory of their tragic mother, Empress Maria Alexandrowna (nee Hesse) in 1886.
GD Ella attended the inauguration and wished to be burried there.
The chapel is dedicated to the Saint Maria Magdalena and one can still see the bodies!.
(Ella's niece Alice of Battenberg, Princes Andrew of Greece - the present british Prince Consort's mother - is also resting there)

Elisabeth's coffin.

The St.Maria Magdalena Chapel at Gethsemane, Jerusalem
Please also see "Reburials" in this section here and "Ella's grave" in the "Hessian Darmstadts" section!