Then I found it! Nestled among the Russian nesting dolls was a nesting doll featuring the Romanoffs! It featured Tsar Nicholas, Empress Alexandra and their son Alexei. When you opened it up, inside were paintings of Nicholas' daughters. I found it sitting between nesting dolls of Putin and Lenin!
Here is a picture of the Romanoff nesting doll with a partial view of Putin on the left and Lenin on the right and various other nesting dolls around it. The second picture I cropped out some of the other dolls to exclusively look at the Romanoffs. I wish I had taken more pictures, especially of the inside dolls.
While this was nowhere near a great discovery like the Romanoff jewels, it was still a small connection to history and a connection to two of my favorite Shadow stories!