I'm a not a fan of Olga Alexandrovna. But I think this is interesting info. I've found it suddenly for me.
1.First World War. Olga serving as a sister of mercy. Mannerheim is a head of 12-Th Cavalry Division (Major General).
May 18, 1915
On the May 18, Baron Mannerheim received the following telegram: "To the general of the suite Of His Majesty Baron Gustav Mannerheim. I want to see my Akhtyrtsev. I would be on May 18 at 16.00 by train. Olga". Honor guard, headed by Mannerheim stopped at the station Snyatin in anticipation of military hospital train № 164/14 with the Grand Duchess Olga Alexandrovna on board. They waited for few hours, but the train never came. It was decided to begin celebrations in one of the barns covered with banquet tables. Then suddenly woman came quickly in a nurse's dress just in the middle of celebrating in the barn and sat at a table next to Mannerheim. One of the officers recognized her and offered a chair. The Grand Duchess leaned to Gustav and said: "Baron, you know, I do not like ceremonies. Continue to dinner and do not forget to pour me some wine, I know that you are gallant man, not like an other our friends..... I beg pardon for being late - they do not miss my train because of fear of German air raids. I sat on the horse - you know me as a rider - and I'm here with my escort. Please order to invite to the table my guardians". Celebratory dinner continued and was very good. The first pair in the first polonaise dancing was Gustav and Olga. On The next day there was a big parade. Grand Duchess Olga Alexandrovna was one of those women who had never been forgotten. Gustav saved the picture which was donated to him by Olga with her memorial inscription: "... I am sending you a photo, made during the war , when we were met more times and when, as the beloved head of the 12-Th Cavalry Division, you were with us. This reminds me of the past ..." Olga.
2.Also during the war
Once the Grand Duchess was visiting her regiment and, while bypassing the trenches, she suddenly became under Austrian artillery fire. Sisters of mercy were not required to be so close to the places of battles, and the Grand Duchess for her showing bravery was awarded with the St. George medal(Do not confuse with Order). Man, who was awarded her was the Chief of the 12-Th Cavalry Division, Major General Baron Carl Gustaf Mannerheim (later Marshal and President of Finland). Grand Duchess felt that she had done nothing heroic, and immediately placed her medal in the pocket of her leather jacket. Only the entreaties of the officers of her regiment, forced her to wore a medal on her chest.