Grimm got one when he and his accomplices find themselves being chased by the police into an innocuous warehouse. They then find themselves staring down a whole bunch of Mafia goons, and their guns. Despite being completely scared, Grimm manages not only to talk his way out, but also convinces them he's a very high ranking Mafioso in the process.
On the other hand, Phyllis thinks it's just Grimm becoming more and more independent and solitary.
Roztzinger's been worried about his legacy being destroyed by being unable to catch a robber dressed in a clown outfit. His assistant makes sure that's not how he's remembered in a CMOA.