One that could only come from a Chivalrous Pervert of Issei's caliber: when Sirzechs brings up the idea of using Gift on Rias' breasts, it keeps Issei up all night. Not fantasizing over the result, but puzzling over exactly what the enhancement would do. Or to put it another way, Issei already considers Rias so perfect he literally cannot think of a way to improve her.
Volume 3: Kiba's friends in the research facility all encouraged him to move on and live in the world for them.
Volume 4: Akeno reveals her true lineage to Issei, and fears that because of being a fallen angel he might start hating her. Issei quickly disproves her, saying that he still loves her in spite of all this. This leads to Akeno declaring her true feelings towards the pervert.
Volume 6: Asia declares her love for Issei, while giving him her first kiss.
From the same volume, after Asia is saved, Xenovia glomps her and begs Asia to never leave her alone again. To put this in perspective, three volumes ago, Xenovia was calling Asia a witch and a heretic, and threatening to kill her.
Issei asks the Archangel Michael himself (who now rules Heaven) if he can allow Asia and Xenovia (now Demons and therefore racial-enemies to Angels) to pray without pain, knowing how much they love God; a request that Michael graciously grants.
"The Almighty Himself did believe in forgiveness and redemption; so I suppose exceptions to this outdated punishment is acceptable."
Volume 7: Akeno finally was able to accept and forgive her father for returning too late to save her and her mother in their time of need.
I find it hard to believe that no one bothered to write the part where Issei refuses to take advantage of Akeno and have sex with her despite her wanting him to, and all because he realized she was just doing it to forget the issue with her father. This practically multiplies her love for Issei and helps her get over her emotional baggage as well as fix, or at least begin to fix, her relationship with her dad.
Issei, Vali, and Odin in one room with Odin mentioning that he's willing to bet on the new generation. Seeing as he was introduced as A God Am I who laughs at the younger generation, this says something about him. Seeing an old man watching the younger generation grow up sure is heartwarming.
Volume 10: All the other girls comfort Issei to get over his past trauma with fallen angel Raynare, and encourage him to confess to Rias.
This was pointed out that, the other girls despite loves Issei, wanted Issei to be with Rias because Issei truly loves her and wanted them to be happy. But this still doesn't stop them for being apart of his harem.
Also in Volume 10, Sairaorg's mom finally woke up after being in a coma for a long time.
Not to mention, Issei finally had the guts to tell Rias that he loves her, led to Rias crying with tears of joy and happily respond that she felt the same way.
Volume 11: When Kuroka is messing with Issei and Koneko, Ravel storms into the room. You would expect her to throw around some tsundere lines about Issei, but that isn't why she's here. Ravel walks up to Kuroka and threatens her to her face to make her stop teasing Koneko, or else. Kuroka backs down.
Volume 12 has Ophis finally happy to be with Issei after an entire lifetime of having no friends whatsoever.
Kiba gets to watch the television and it shows that the children are waiting for Issei to rescue them and believes in him. This makes Kiba break down into tears for Issei.
Issei may have died, but his will is still inside Rias' pawn chess pieces to the point one of said pieces becomes Ascalon and encourages Kiba to fight on. Then later on, everyone present had a piece of the pawn with Issei telling them to fight on as well.
Issei comforting the kids in their dreams that he will come and rescue them by drawing a circle in the air, point in the middle and sing the Oppai Dragon song. At first when he wakes up again, he thought that it was all just a dream until he hears the kids singing the Oppai Dragon song. Normally, he would be just displeased but this was the one time when he actually couldn't hold his tears back because he was able to bring smiles to kids even though the whole Underworld was attacked by the Khaos Brigade.
And the one that made this all possible was Great Red who found both Issei and Ophis at the Dimension Gap.
The reason why Tannin decided to become a dragon-devil: preserve the dying race of a certain dragon species.
Volume 14: The prologue focuses on the fact that all of the girls have gotten much more attached to Ise after they thought he died. And it isn't in a sexual way, they simply want to to be closer to him as much as possible, like they're trying to reassure themselves that he's still there.
Also from Volume 14, Ravel's talk with Issei about how she knew he would rescue her, just like how he came to rescue Rias in Volume 2.
Volume 16: It doesn't matter for the group whether Gasper's Nightmare Fuel self is scary as hell, it's still the same Gasper who they knew and that won't ever change for them.
Granted it was hilarious on how it came to be, but both Ddraig and Albion finally reconcile after engaging in their own Forever War with each other.
Issei and Ddraig reaffirming that both of them are Vitriolic Best Buds in volume 17 when Euclid offers Ddraig to side with him with the intention to unleash his full power. Ddraig lists a lot of frustrations about Issei with the latter snarking, but already knows what Ddraig's answer is.
Volume 18 has an Issei and Irina moment where after hearing of a tragic story of what happened to Kuoh town before Rias became the presiding devil, Issei reaffirms that the two of them are childhood friends and that nothing will separate them.