Princess Sophia was Walpole's great-niece through Maria Walpole Waldegrave whose second husband was William Henry Duke of Gloucester. On 29 August 1778, Walpole wrote to Lady Ossory, I have been dancing the hays [a reel] this evening with my own charming nieces [the Waldegraves] for the entertainment of her Highness Sophia, and a minuet with her--there is not quite fifty-five years difference in our ages, I assure you. My nieces laughed a little irreverently, though I told them that I was a very fine dancer before I had the smallpox.