According to the book, "The Cathedral of St. Peter and St. Paul: The Burial Place of the Russian Imperial Family", Grand Duke George Alexandrovich's tomb is located in the main Cathedral (Tomb 40 in the above link).
He is surrounded in tomb 15 by Czar Alexander III, Czar Alexander II (tomb 13), and Empress Marie Alexandrovna (tomb 14). At a diagonal in tomb 51 is George's infant brother Alexander Alexandrovich. Perhaps his mother Marie Feodorovna will be buried beside George when she is moved to St. Petersburg next year, as the tomb will allow her remains to be near her sons and Alexander III.
According to the book, tomb 41 held the remains of Grand Duchess Alexandra Georgiyevna, wife of Grand Duke Paul Alexandrovich. Her remains were moved to Greece in the 1930s.