22February 1910 is my bid, because The Times, in its report, mentions the Cullinan.
The Times does not mention the Cullinan for the State Opening on 16 February 1909.
No State Openings of Parliament found between those two dates.
I said before that I tended to rely on the Hulton Archive and it was that getty image that carried the following caption, most likely from the Hulton Archive -
1910: Queen Alexandra, (1844 - 1925), queen-consort of British monarch Edward VII, (1841 - 1910), at the State Opening of Parliament, wearing the Colinan I & II diamonds, in what proved to be the last year of her reign. (Photo by Hulton Archive/Getty Images)