Maria Feodorovna (Dagmar of Denmark)
Maria Feodorovna (26 November 1847 – 13 October 1928), known before her marriage as Princess Dagmar of Denmark, was a Danish princess and Empress of Russia as spouse of Emperor Alexander III (reigned 1881–1894).
She was the second daughter and fourth child of King Christian IX of Denmark and Louise of Hesse-Kassel; her siblings included Queen Alexandra of the United Kingdom, King Frederick VIII of Denmark and King George I of Greece.
Her eldest son became the last Russian monarch, Emperor Nicholas II of Russia.
She lived for ten years after he and his family were killed.
Prince Dmitri Alexandrovich of Russia
Prince Dmitri Alexandrovich of Russia( 15 August 1901 – 7 July 1980) was the fourth son and fifth child of Grand Duke Alexander Mikhailovich of Russia and Grand Duchess Xenia Alexandrovna of Russia.
He was a nephew of Tsar Nicholas II of Russia.
Prince Vasili Alexandrovich of Russia
Prince Vasili Alexandrovich of Russia (7 July 1907 – 24 June 1989) was the sixth son and youngest child of Grand Duke Alexander Mikhailovich of Russia and Grand Duchess Xenia Alexandrovna of Russia.
He was a nephew of Tsar Nicholas II of Russia.
Born in Imperial Russia during the reign of his paternal second cousin and maternal uncle Nicholas II, he was on vacation in Crimea at the fall of the Russian monarchy.
He was joined there by his immediate family.
They escaped the fate of many of his relatives killed by the Bolsheviks.
He left Russia in April 1919, at age 11.
In the late 1920s, he emigrated to the United States where he met Princess Natalia Golitsyna.
They married in 1931.
The couple had one daughter and lived for decades in Woodside, California.
Prince Rostislav Alexandrovich of Russia
Prince Rostislav Alexandrovich of Russia( 24 November 1902 – 31 July 1978) was the fifth son and sixth child of Grand Duke Alexander Mikhailovich and Grand Duchess Xenia Alexandrovna.
He was a nephew of Tsar Nicholas II, Russia's last tsar.
Prince Feodor Alexandrovich of Russia
Prince Feodor Alexandrovich of Russia (23 December 1898 – 30 November 1968) was the second son and third child of Grand Duke Alexander Mikhailovich of Russia and Grand Duchess Xenia Alexandrovna of Russia.
He was also a nephew of Nicholas II of Russia, the last Tsar.
Born and raised in Imperial Russia during the reign of his uncle Nicholas II, he followed a military career and entered the Corps of Pages during World War I. With the fall of the Russian monarchy, he escaped the fate of many of his relatives killed by the Bolsheviks fleeing to his parents estate in Crimea.
For a time, he was under house arrest there with a large group of family members.
They left Russia on 11 April 1919.
In exile, he settled in France where he married Princess Irina Pavlovna Paley, his distant cousin.
The couple divorced in 1936.
Afflicted with tuberculosis, Prince Feodor moved to England with his mother spending the years of World War II there.
After the war ended, he settled permanently in the south of France.
Duke Peter Alexandrovich of Oldenburg
Peter Alexandrovich of Oldenburg( Duke Peter Friedrich Georg von Oldenburg)( 21 November 1868 – 11 March 1924) was the first husband of Grand Duchess Olga Alexandrovna of Russia, the youngest sister of Tsar Nicholas II.
Princess Irina Alexandrovna of Russia
Princess Irina Alexandrovna of Russia( 15 July( O.S. 3 July) 1895 – 26 February 1970) was the only daughter and eldest child of Grand Duke Alexander Mikhailovich of Russia and Grand Duchess Xenia Alexandrovna of Russia.
She was also the only niece of Tsar Nicholas II of Russia, and the wife of the wealthiest man in Imperial Russia, Prince Felix Felixovich Yusupov, one of the men who murdered Grigori Rasputin," holy healer" to her cousin, the hemophiliac Tsarevich Alexei Nikolaevich of Russia, in 1916.
Abdul-Vahed Niyazov
' of Russia.
Prince Nikita Alexandrovich of Russia
Prince Nikita Alexandrovich of Russia( 13 January 1900 – 12 September 1974) was the third son and fourth child of Grand Duke Alexander Mikhailovich of Russia and Grand Duchess Xenia Alexandrovna of Russia.
He was a nephew of Tsar Nicholas II of Russia.
Born in Imperial Russia during the reign of his uncle, Prince Nikita escaped the fate of many of his relatives who were killed by the Bolsheviks.
He left Russia in April 1919, at age nineteen.
In 1922 he married Countess Maria Vorontsova- Dashkova.
The couple had two children.
Grand Duchess Xenia Alexandrovna of Russia
Grand Duchess Xenia Alexandrovna of Russia (– 20 April 1960) was the elder daughter and fourth child of Tsar Alexander III of Russia and Empress Maria Feodorovna of Russia
(née Princess Dagmar of Denmark) and the sister of Emperor Nicholas II.
She married a cousin, Grand Duke Alexander Mikhailovich of Russia, with whom she had seven children.
She was the mother-in-law of Felix Yusupov and a cousin of Grand Duke Dmitri Pavlovich of Russia who, together, killed Grigori Rasputin, holy healer to her nephew, the haemophiliac Tsarevich Alexei Nikolaevich of Russia.
During her brother's reign she recorded in her diary and letters increasing concern about his rule.
After the fall of the monarchy in February 1917, she fled Russia, eventually settling in the United Kingdom.
Her grandson Prince Andrew Andreevich has been a head of the Romanov Family since December 2016.

Question: Who is the maternal grandmother of Grand Duchess Xenia Alexandrovna Of Russia?