She was born in Russia in 1872 into a family of dancers from the Imperial Ballet and she died in Paris in 1971, a princess and the sister-in-law of the Russian emperor in exile. How did she do it? With many little steps.

First. After meeting with the future Nicholas II at her graduation from the Imperial Ballet School in 1890, Mathilde wrote in her journal, “He will be mine!” In pursuit of that goal, she chased him all over Petersburg by foot, by carriage, by troika and finally all the way out of town by train. She caught up with him again at Krasnoye Selo, south of Petersburg, where the court and the regiments gathered for maneuvers each August, and where artists from the Tsar’s theaters performed each evening on the little stage there for their pleasure. She charmed the shy Nicholas with a deft bit of flirtation.

Step Two. At some point during their polite, ongoing, and relatively chaste courtship, Mathilde took matters into her own hands and told Nicholas he should set her up as his mistress. Obedient, Nicholas rented for her the house of the composer Rimsky-Korsakov. Weeks passed, however, without a retreat to the bedroom. It took further badgering on Mathilde’s part to consummate the relationship, after which Nicholas gifted her with a necklace of walnut-sized diamonds, which Mathilde wore on stage to advertise her triumph and which all came to know as “The Tsar’s Necklace.”

Next. When Nicholas married the Princess Alix of Hesse-Darmstadt in 1894, rather than disappearing into the scenery of the Maryinsky Theater, Mathilde promptly took up with one of Nicholas’s cousins, the enormously wealthy Grand Duke Sergei Mikhailovich. This step guaranteed her continued access to the Romanovs—and to Nicholas. Sergei bought Mathilde a summer dacha on the Gulf of Finland to soothe her broken heart, and there she peddled her newly fashionable bicycle around the sandy roads, where she could accidently on purpose run into all the grand dukes who vacationed there, one of whom taught her, she recounts proudly, to execute a graceful figure eight with her two-wheeler.

Later. Sergei built a Nouveau Art style palace for Mathilde on trendy Petersburg Island. Her windows had a view of the Peter and Paul Fortress and beyond it, the Winter Palace and the Great Court. In her own palace, complete with wine cellar and conservatory, Mathilde created her own court and populated it with every man who had a title and every artist, singer, dancer, and musician of note in pre-revolutionary Russia. Thus, Mathilde made sure to occupy a starring role on the stage and off it, and everyone in Petersburg knew her name.
And. Not content to be the mistress of one grand duke, Mathilde soon snared another, this time the baby-faced Grand Duke Andrei Vladimirich, seven years her junior. When the Princess Radziwell asked Mathilde how it felt to have two grand dukes at her feet, Mathilda reportedly laughed and responded, “And why not? I have two feet.”

The Best Step of All. In the summer of 1902, Mathilde gave birth to a son. Bearing a child of uncertain paternity out of wedlock would ruin a lesser woman, but Mathilde had one of her grand dukes sign his name to her child’s birth certificate and the other one adopt the boy, though society whispered that Nicholas himself was the father. Her son attended Petersburg’s most elite lycee, was ennobled in 1911 by a secret decree of Nicholas II, and was being prepared for a career not at the theater, like the rest of the Kschessinskys, but for a career at court, like the rest of the Romanovs.

A Bit of a Scramble. After fleeing Russia following the collapse of the White Army at the end of the Civil War, Mathilde resettled in Paris. Sergei had been murdered along with many other Romanov men, including the Tsar, but Andrei had survived the upheaval, and his brother soon became the self-proclaimed Emperor in Exile. In this new world Mathilde promptly married her grand duke. The new emperor bestowed upon her the title of H.S.H, the Princess Romanovsky-Krassinsky and upon her son the title of the Prince Romanov, and the two of them were now grudgingly received by all the titled European heads of state who would have had nothing at all to do with them back in Russia.

The Last Step. Finally, in the 1950s, at age seventy-something, in an effort to rehabilitate her reputation, Mathilde wrote her memoirs, “Dancing in Petersburg,” which some critics have called an outrageous work of fiction. In it, she extols her virtues and erases her vices, muting her ambition, her connivances, and her rapacious spirit, all of which I revive in my novel “The True Memoirs of Little K.” The Tsar himself gave her the nickname, as she stood barely five feet high. But other than her size, there was nothing little about her. Nothing at all.