One hates to add to the gore, but it might have been possible to use a bayonet without hitting a bone. Alexei was described as being stabbed over and over with an 8" bayonet. His body is missing. Ermakov used the same bayonet to stab Marie, but Yurovsky noted that it would not pierce her bodice, so she was finished off with a shot. The same thing was repeated with Anastasia, who also finally was dispatched by a shot to the head, after the bayonet failed to pierce her bodice. Demidova's hands were sliced to ribbons as she attempted to defend herself, but as has been pointed out, most of the hand bones were missing from the gravesite. King and Wilson then simply mention that she was killed. By a gunshot? Who knows. A great many of Demidova's bones were missing at the exhumation, including her hands.
None of the testimony describes the Grand Duchess Anastasia as being bayoneted in the foot. Most of this was taken from the description of the murders in The Fate of the Romanovs. They don't include any other person as wielding a bayonet except Ermakov, and they describe it as something he carried by hand, not as at the end of a rifle. This makes sense, since all of the recovered bullets came from hand guns of some kind, and the use of a rifle in the enclosed space of the cellar would have been problematic.
The level of violence and sheer brutality in the room was sickening.