The only one that would convince me of a relation to the tsar would be Oleg, because he does look REMARKABLY similar to Nicholas II.
I think that Oleg's resemblance to Nicholas was certainly heightened by his carefully cultivated hair and beard -- but still, they ARE very alike.
I also see a strong resemblance between his sister Olga and Alexander III.
As for Vassili Ksenofontovich being the grown up Alexei -- well, I've always thought that Alexei was a rather ordinary-looking boy. And VKs was rather an ordinary-looking man. So maybe there's a resemblance -- but on the other hand, maybe their resemblance is in their shared "ordinaryness."

Alexei's disappearance is a bit of a conundrum for me. We have stories about Anastasia being rescued, either from the courtyard or from the forest -- but nothing about Alexei. If he survived, and he was smart, he would probably have behaved much as Oleg Filatov claimed his father did -- if he stayed in Russia.
This whole thing is just riven with little mysteries and coincidences, isn't it? One item that struck me during our research on FOTR was that the missing bodies are those of the minor children -- and Lenin had recently promulgated a law forbidding the execution of minor children. Perhaps nothing more than a coincidence, since I am not convinced that the Ekaterinburg Soviet would have been impressed with Lenin's laws -- but perhaps a reason for hiding these bodies a little better? Or -- to play on AGRBear's team for a little while -- a reason to rescue them?
It's just all so shady...
