I've heard that too. In Court of the last Tsar it quotes (about Olga and Tatiana's clothes) - " Their Russian court gown now extended to the floor, and their day dresses, tea dresses, and evening gowns,frequently ordered from the Moscow couture house of Lamanova...".
So I am guessing that it was probably Lamanova ( who appears to be popular with them) where they got their white, 1914 dresses from. Although it could have been any of the couturiers on the Nevesky Prospect or even the fashion houses of Europe?