Mr. Campion's panicked concern when Lugg is abducted (and likely to be murdered) counts as one of the most heartwarming in the series because as Vitriolic Best Buds Campion rarely shows how much he cares for Lugg.
Similarly, Campion's Anger Born of Worry when he finds out Lugg and Scatty Williams (both more than a little drunk) tackled some gangsters who were professional killers.
Lugg's concern and protectiveness when Campion has amnesia and is hurt is probably the most heartwarming of the series.
Lugg and children. Whether it's wearing a Santa Claus mask or teaching the kid how to pick a lock, whenever he's around children are moments of fuzzy warmth.