Sarushka - I am surprised that Grand Duke Alexander Mikailovich's books aren't on your list.
We know him as "Sandro" and he was married to Grand Duchess Xenia.
I think that is why when Van Der Kiste and Hall wrote their biography of Xenia, they called it Once a Grand Duchess
I have both books in my collection. Once a Grand Duke was my second Romanov book after Ian Vorres's The Last Grand Duchess.
Both of Sandro's books are quoted widely in other biographies and histories of the Romanovs. Massie used them in Nicholas & Alexandra.
Both books are good references for the atmosphere of the times, but Sandro did have his opinions and he is very free in giving them. His slant on Alexandra and Felix Yusupov and others has since been shown to be personal bias.