I looked in my copy of *The Last Tsar * for the genealogical charts in the front of the book. Grand Duke Michael (1832-1909), son of Alexander I and Charlotte of Prussia, married Cecily of Baden (1839-1891). Her name is given in parentheses as Olga, which is undoubtedly the name she adopted when she converted to Russian Orthodoxy. Romanovs tended to marry German Protestant princesses, so you might try looking for a Romanov genealogy.
p.s. she says it was romanov (not romanoff), not sure if her spelling is wrong or not.