Hm, on the wedding of Crown Princess Victoria with Mr Westling, the Grand Duchess made a quite regal appearance.
She wore the Elisaveta Michailovna Diademe with her hair straight into a chignon and with lot of regal aplomb. It was one of her best diadem appearances. So the Grand Duchess for sure can it.
On a pre-wedding event in London, the Grand Duchess wore the same dress: