Who's who in the Nancy Mitford novels?

[VaguelySkeletal]

Are Fabrice (in The Pursuit of Love) and Sigi (in Don't Tell Alfred) related?

From memory - Sigi is the son of Charles-Louis and Grace. Fabrice the Duc de Sauveterre was the cousin of Charles-Louis. Charles-Louis takes Fanny (who has brought up the young Fabrice) to see his aunt, the young Fabrice's grandmother.
The older Fabrice never knew that Linda had had his son, but the grandmother adopts? him and leaves him her money.
I think.

How do you know?

What have I missed? I enjoy these slightly bonkers books, but really struggle to keep track of all the characters. And then I read another one and I cannot work out whether it's meant as a continuation of the other, or a totally separate story, which just happens to have some of the same characters.

It's Charles-Edouard, BTW, not Charles-Louis. The grandmother likes Fabrice, but doesn't adopt him (that's something that is said in jest by Fabrice, I think).

Yes, sorry Charles-Edouard.
Four books - The Pursuit of Love 1945, Love in a Cold Climate 1949, The Blessing 1951 and Don't Tell Alfred 1960. It helps to read them in in order, though The Blessing is about Charles-Edouard, Grace and Sigi (and my least favourite).

It helps to read them in in order, though

Right, back to the library! Time for a binge.

I'm pretty sure I've read them all, but not in order.