Miss Connolly died after her boyfriend John Broadhurst went to sleep, leaving her bleeding and injured in the hallway of their Black Country home in December 2016.
Her 10-year-old daughter has since revealed it was the 'saddest day ever' when she was told her mother had died.
It comes after multi-millionaire Broadhurst was jailed for three years and eight months for manslaughter by gross negligence.
In a statement read to Birmingham Crown Court, the girl said she has filled a memory box with letters written to her mother, expressing her pain over the tragedy.
The youngster added: "I wanted to cry all day long. I miss her smile, her hugs, her kisses, saying 'I love you'. I will never forget her laugh.
"I believe mummy is an angel in Heaven. She will have a good and happy life in Heaven and no one will hurt her.
"I don't like people talking about mummies because I will never see mine again."
Broadhurst - said to have a fortune of about £15 million - woke to find Miss Connolly 'dead as a doughnut' in their Kinver home in December 2016.
The 26-year-old mother-of-one was found with more than 40 injuries, including serious internal trauma, after an evening of consensual 'rough sex'.
A post mortem showed Miss Connolly died from acute alcohol intoxication and blunt force injuries.
She was more than five times the drink-drive limit and had taken two grams of cocaine.
Her family have now heavily criticised the 'callous and disrespectful' tycoon, of Blakeshall, Wolverley, for neglecting the mother-of-one in their Kenrose Mill house.
A statement released by the family read: "Our lives changed forever when we found out that Natalie had died.
"It is now clear to us that the guilty admission made by Broadhurst shows the heartless way in which he left Natalie at the bottom of the stairs, without any concern for her dignity or wellbeing.
"He has demonstrated what a callous, disrespectful person he really is, and has never publicly apologised or shown any remorse for the cruel way in which he left Natalie."
Prosecutors initially alleged Broadhurst ‘totally lost it’ during the couple's sex session – beating her with his fists, spraying her face with bleach and causing internal injuries with a bottle of cleaning product.
But after weeks of evidence during the murder trial, they accepted a guilty plea to a lesser charge of manslaughter and that Miss Connolly was not hurt in an 'angry assault'.
The 40-year-old defendant, who left his wife when she was pregnant with their second child for Miss Connolly, was sentenced for his offending at Birmingham Crown Court on Monday.
Ms Connolly's twin sister Gemma Kelsey Andrews also recalled how the ordeal has left her battling nightmares, struggling to get out of bed in the morning and 'crying all the time'.
In a statement to the court, she said: "I'm heartbroken at the thought of never seeing Natalie ever again. I no longer have any interest in doing anything.
"My life has changed forever. Not only did I lose my twin sister, I lost my best friend, the other half of me, my soul mate, and the one person I could trust myself with.
"I really did love her so much, she was everything to me. We were so close."