Some very good ones are right here on this site. These people were connected to the IF, but had stories of their own, about themselves and those they witnessed along the way.
These are all posted on this site:
"Memories of the Russian Court" by Anna Vyrobova (latter part of the book describes her escapes)
"Left Behind" by Sophie Buxhoevedon (very good account of the dangerous situation in Siberia during the civil war, tells of how she, Gilliard and Gibbes escaped, mentions details of deaths and atrocities witnessed by the author)
"Lost Splendor" by Felix Yussoupov (later parts of the book tell of his escape, and fates of others after the revolution)
"Memoirs of Alexei Volkov" (tells of his escape and horrors he witnessed along the way)
other books recommended that aren't posted here:
"Romanov Autumn" by Charlotte Zeepvat (includes the exciting story of the perils and escape of Helene of Serbia, mentions the deaths of her husband and his brothers, the Konstantinovichi, who died with GD Ella)
"Nicholas and Alexandra: A Lifelong Passion" (later chapters describe the murders of Ella and the Konstantinovichi, other Grand Dukes)