Webshots poster katmax1 identifies them as:
Sitting on the floor: Princess Olga of Wuerttemberg.
Standing (left to right): Princess Elsa of Wuerttemberg, Duchess Vera Konstantinovna of Wuerttemberg, Grand Princess Anastasia of Mecklenbourg-Schwerin, Grand Princess Maria Pvalovna the elder, Grand Princess Elena Vladimirovna, Grand Princess Elizaveta Mavrikievna, Princess Elena of Saxe-Altenburg.
Back row: pages
Posted to The Royal Forums by Warren on 10 October 2008; detail-enhanced by gogm.