I did some searching and found a few things that might help. I find it much easier to start a family tree - saves having to write everything out and email documents and photos and stuff.
I did a search of Nice but so far haven't found anyone. I'll keep looking and check surrounding areas. Do you have any idea how long Felix and Margaret lived? Have you ever heard of any other places or names mentioned about the family? Any titbit of information could end up being really helpful.
I found Luigia and Victor's marriage licence. It might be worthwhile to order a copy of it since it might have some pertinent information - maybe where she was born and further information on her parents. They were married 22 October 1910 in Manhattan, certificate #23105.
They came over on the same ship that arrived at Ellis Island 6 August 1910. Victor had been living in Paris - since he was a chauffeur he may have worked for some of the same people Luigia worked for and that could be how they met. Luigia was a maid to Countess Mathilde Elizabeth Rutherfurd de Wassanaer Stuyvesant (Google her). She had a house in Paris and a villa in the South of France which is probably where Luigia first began working for her. I'm not sure where the villa was but around that time Cannes was quite the happening place so that's where I'll search next.
Luigia and Victor became naturalized American citizens in 1918. I only found the index record for Victor but it does give his file number. I didn't find anything for Luigia but she may have been included on Victor's application. There's quite a lot of paperwork involved in naturalization and it can contain lots of useful information. So that may be another thing you may want to send off for. Send requests to New York County Clerk, Room 161, 60 Centre St., New York, NY 10007-1402. It may take a while.
Here's a link to what I've done so far. I'll keep you updated on my progress and do please post here any family information, even if it's just vague rumours - every little bit helps in the search. http://trees.ancestry.com/tree/40147833/person/19455305759