Whenever Felix comes out from behind his defense mechanisms and actually admits that he cares about Mildmay. The best example is the ending of Corambis.
Corambis is one big Heartwarming Moment for the boys, since they're relatively happier than they were in previous books, their relationship is on the mend, and Felix has stopped treating Mildmay like crap. Every instance of them joking and laughing or having meaningful heart-to-hearts is one big squee moment.
Felix teaching Mildmay how to read. *sniff*
Mildmay telling Felix he loves him and that he refuses to leave even though the obligation d'ame has been removed and Felix's stunned reaction because no one has said the L word to him outside the context of sex.
"This is the best story I know about hocuses, and it's true."
The scene where Mildmay convinces Felix to perform the obligation d'ame, despite how wrong and awful it is and ends up becoming, has traces of this when Mildmay tells Felix that if he leaves him, then he has no reason to keep on living. Felix's reaction is to instantly offer to go to St Millefluer with Mildmay and forget his goals of going to Melusine and fixing the Virtu.
When Felix tells Mildmay about his deathly fear of drowning in the Sim and Mildmay replies simply that if Felix falls in, he'll jump in after him. I love you too, Felix thinks, but can't bring himself to say.
When Felix talks about Joline and how "we used to tell each other stories about how we were brother and sister". And that Mildmay reminds him of her. Mildmay's response? "I do my best."