Amid the sea of flowers and mourners at Sydney's Martin Place, siege survivor Harriette Denny set up her own tribute for her slain boss, Tori Johnson.

The 30-year-old Lindt Chocolat Cafe worker - one of six who escaped gunman Man Haron Monis moments before police stormed the cafe on Tuesday morning - yesterday returned with her fiance, George, to the street where the daunting ordeal occurred.

Ms Denny wept as George - who did not give his surname - pinned a photo from the cafe's Christmas party on the black fence around the Lindt, Australia's Daily Telegraph reported.

Mr Johnson, 34, one of two hostages killed at the end of the 16-hour hostage siege which began on Monday at 9.45am, has been hailed a hero after he reportedly tried to wrestle the gun from Monis, 50, as other hostages made a bid for freedom.

Katrina Dawson, 38, was the second hostage killed. The mother of three was understood to have been protecting her pregnant friend Julie Taylor from the firefight, which ended the hostage ordeal shortly after 2am (local time).

George, who spoke on Ms Denny's behalf as she was too upset to talk, described Mr Johnson as a good leader who was well loved. "The loss of everything, the whole situation, was uncalled for," he said.

"They're not going well, it's going to get worse before it gets better." The couple had stapled Mr Johnson's business card to the bottom of the photo left at the memorial site.

George also fashioned a halo from paper and hung it above the photo, while two roses were pinned either side.

They were also joined by other cafe workers, including 22-year-old Elly Chen - who escaped the cafe siege with co-worker Jieun Bae, 20, about 5pm on Monday.

John O'Brien, 83, the first hostage to escape, also paid tribute to Mr Johnson and Ms Dawson yesterday.

"I have never felt so much relief as when I turned that corner and saw the armed police waiting for me," he said.

Mr O'Brien fled the cafe about six hours after Monis took control on Monday. Barrister Stefan Balafoutis and Lindt worker Paolo Vassallo were moments behind him.

Tori Johnson.

"I would like to pay tribute to Katrina Dawson and Tori Johnson and offer my heartfelt condolences to their friends and families.

"My thoughts and prayers are also with my fellow hostages and everyone affected by this terrible event as we all try to come to terms with it."

Monis, a self-proclaimed Muslim cleric, was also killed when police stormed the building after hearing shots from inside.

In a final post on his personal website, he delivered a chilling message endorsing violence and vowing to fight the "oppression and terrorism of USA and its allies including UK and Australia".

"If we stay silent towards the criminals we cannot have a peaceful society," Monis wrote on Sunday. "The more you fight with crime, the more peaceful you are."

Key developments
• Australian Prime Minister Tony Abbott admitted the nation's security system failed to keep track of Man Haron Monis.
• Mr Abbott announced an urgent review into the Sydney siege would take place. It would investigate why Monis, who was known to security agencies, was on bail, was on welfare and had a gun licence despite his extensive criminal history.
• NSW Police Commissioner Andrew Scipione revealed staff had long held concerns about Monis' bail release. "We were concerned that this man got bail from the very beginning."

- Staff reporter, agencies