Nikki was a frequent nickname for Nikolai Vorsoisson, used by his mother Ekaterin Vorsoisson and his late father Etienne Vorsoisson.
Speculation[]
It is possible that after his mother married Miles Vorkosigan, he may have been adopted into the Vorkosigan family, in which case his full name would be changed to Nikki Vorkosigan; even if this is the case, it is highly unlikely that he would be in-line to inherit any of the responsibilities associated with the Vorkosigan family.