Here are two pics (actually one, as the second is part of the first) from the Coronation Ball of 1896.
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Grand Duchess Alexandra Josifovna (seated left) with the Duchess of Connaught (daughter-in-law of Queen Victoria);
Behind, from left to right, are Grand Duchess Vera Constantinovna, Grand Duchess Anastasia Mihailovna, Grand Duchess Marie Pavlovna (the elder), Grand Duchess Helen Vladimirovna, Grand Duchess Elisabeth Mavrikevna and Crown Princess Victoria of Sweden;
Foreground: Duchess Elsa of Württemberg.
The attendant pages behind are members of the Corps des Pages.
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• Grand Duchess Constantine (Alexandra Iossifovna), neé Princess Alexandra of Saxe-Altenburg (1830-1911);
• Grand Duchess Vladimir (Maria Pavlovna), neé Duchess Marie of Mecklenburg-Schwerin (1854-1920);
• Grand Duchess Helena Vladimirovna, later Princess Nicholas of Greece (1882-1957) which would make her 14 years old if the identification is correct;
• Duchess of Connaught, neé Princess Louise of Prussia (1860-1917)
Source: 'The Last Courts of Europe' by Jeffrey Finestone, Introduction by Robert K Massie, 1981.