Carrie Preston--portraying Grace in this episode--is the real-life spouse of Michael Emerson, who portrays Finch. So the off-screen relationship of these actors has been translated to the characters that they play.
Finch: Are you following me?
Reese: Financial analyst. It's riveting.
Finch: Well, they can't all be babies and Mafia Dons.
Finch: If something ever happens, I have... a contingency.
Reese: Well, sooner or later, you're going to have to let the cat out of the bag, Finch.
Finch: Curiosity kills cats, Mr. Reese.
Reese: All right, Finch. Peck just got home. Time to see what our spy does at night. And so far... not much.
Finch: Not everyone is a social butterfly, Mr. Reese. For some of us, human interaction is... difficult.
Reese: Not calling it "human interaction" might help.
Finch: Go and live your life. Find some secrets of your own. And if you really need a mystery, I recommend the human heart.
Finch: I was lucky. I had four years of... happiness. Some people only get four days.