He and his immediate family were dead but he was related even if somewhat distantly to what seems like a lot of Europe did any other countries think it was up for grabs?
I'm not quite sure by what you mean by "up for grabs". The death of the Tsar didn't mean that Russia suddenly became terra nullius that any other power could occupy or annex with impunity. That's not how things worked in the 19th or 20th C (in Europe at least). Similarly, this wasn't the middle ages when polities could be shaped by a dynastic marriage or ill-timed death. By 1917 the Tsar was just one component of a regime that made great efforts to stress its 'Russian-ness'. There would have been immense resistance to a British or German puppet imposed from abroad.
But in terms of actual details, the Tsardom had been overthrown in February 1917 and Russia formally declared a republic in September 1917. Legally therefore his death changed little: Russian sovereignty was no longer related to the Romanovs. Furthermore, the Provisional Government was recognised by the Entente powers as the legitimate government.
Secondly, the world did intervene in the Russian Civil War – almost a dozen nations provided support of some kind to the White movement. There were major Franco-British incursions in European Russia, while Japan and the US both landed tens of thousands of soldiers in the Far East. But none of them did so with the expectation that they could simply claim large swathes of Russia because the Tsar was dead. There would have been no justification for such an agenda; instead the intervention focused on defeating the Bolsheviks and returning a responsible Russian government to power.
After the Bolshevik revolution, Nicholas and his family petitioned to be exiled to Britain. This did not happen because of the backlash the British government faced from the public. So in April 1918, the Tsar and his family were forced to move to Yekaterinburg which was center of Bolshevik power. On July 17th, Nicholas was killed by the revolutionists.
Source: WALDRON, PETER. "Nicholas II, Emperor of Russia." Encyclopedia of Russian History. Ed. James R. Millar. New York: Macmillan Reference USA, 2004. Biography in Context. Web. 5 Nov. 2014.