I would start with censuses since Missouri censuses have the soundex/miracode for 1900, 1910 & 1920.
Also, you can ask the St. Louis Public Library for copies of the city directories. See following website.http://www.slpl.lib.mo.us/libsrc/geneinfo.htm
Also, check out the obits that have been indexed for the POst-Dispatch. It is one of the links on the above website.
Maybe try finding a church that they may have belonged to? I am assuming that they would be Greek Orthodox. If by chance they were Catholic, the St. Louis Archdiocesean (spelling?) records are on microfilm and available thru the Mormon church.