Just as Georgie and Nicky were constantly mistaken for each other when we were in England in the summer, so the same thing is happening now, here in St Petersburg. Because of their being so alike – the same height, same build, same piercing blue eyes, same hair colour, same identical moustaches and trim Van Dyke beards – family we don’t meet up with very often, such as the Serbian royals and the Swedish royals, regularly chat to Nicky, thinking he is Georgie; and to Georgie, thinking he is Nicky. It leads to all sorts of comical situations, which Nicky and Georgie naughtily encourage.

And now I really must finish. A wedding that would normally take months of preparation is going to take place in eight days’ time – and it is only because it falls on Aunt Minny’s birthday that court mourning will be suspended.

Lots and lots of love to you and to Baby, your loving Kindred Spirit, Alicky

‘There’s no need to worry about Ducky, Alicky,’ Ernie said, when they managed to speak together on their own without an army of relations chipping in and interrupting them. ‘Wretchedly sick, of course, but the doctors say that will come to an end before very long.’

‘And what about the bedroom situation?’ Well-bred unmarried young women were kept in ignorance about the nuts and bolts of marriage until their wedding night, but thanks to Birds-and-Bees chats with their progressively-minded married sister Vicky, Alicky prided herself on being exceptionally knowledgeable.

‘Dash it all, Alicky!’ Ernie fumbled for his cigarette case and lighter. ‘That’s not the kind of thing a girl should be asking her brother. All you need to know – all anyone needs to know – is that I’ve done my duty and that, in a few months’ time, Hesse and by Rhine will have an heir! And that is what you should be putting your mind to. Giving Russia an heir, not hounding me about Ducky.’

Next day Alicky stood by a weeping Nicky as his father’s heavy coffin was lowered slowly into the family vault.

‘And now that Nicky is Emperor,’ Sergei said to her, as they stood on the hard-packed snow outside the cathedral, waiting for her carriage to roll up and take its place in the procession back to the Winter Palace, ‘he is going to need all the help in ruling Russia that I – along with Vladimir and Alexis – can give him.’