Friday, June 22nd (1917) - As the Grand-Duchesses were losing all their hair as the result of their illness, their heads have been shaved. When they go out in the park they wear scarves arranged so as to conceal the fact. just as I was going to take their photographs, at a sign from Olga Nicolaievna they all suddenly removed their headdress. I protested, but they insisted, much amused at the idea of seeing themselves photographed like this, and looking forward to seeing the indignant surprise of their parents. Their good spirits reappear from time to time in spite of everything. It is their exuberant youth.
in Thirteen Years at the Russian Court by Pierre Gilliard
Read the book here