Nezumi wrapping up Shion in a blanket with him to protect him in episode 9 and him protecting Shion from an attack.
Shion's mother running after Shion when the walls surrounding No. 6 have fallen. She finally gets to see her son again.
Nezumi's "good-bye" kiss to Shion at the end of episode 11. Also, a tearjerker.
In chapter 1 of the manga Nezumi and Shion fall asleep in this adorable position. They also hold hands while laying on the same bed in episode 1.
In chapter 17 Shion threatens to snap after he sees a lot of people get killed but Nezumi grabs him and tells him not to. In response, Shion looks at Nezumi and thinks "This is where my heart is. Proof...that I am human. I was human when he stole my heart, and human when I longed to stay by his side...Nezumi...I...I want to stay human!"