The end of "Loser from the Earth's Core," when Nergal returns home after abandoning his family for over a year
Ms. Butterbean is legitimately touched when Billy gives her a gift as appreciation for being his teacher, even though said gift is a rancid apple she eats without bothering to wash or really look at, and eating it literally almost kills her.
Mindy's insulting Mandy in the episode My Fair Mandy where Mandy's entered a beauty contest against her. Grim, appalled by Mindy's behavior that actually seems to be hurting Mandy of all people, asks Mandy if she wants Mindy turned into a stinkbug or something. For all that Mandy's put him through, he's still willing to defend her against insults.
Not to mention when the parallel universe is created, Billy and Grim share a surprisingly touching moment as they hug and admit how much they care for each other. Bonus points for it being Grim of all people saying this to Billy.
Grim: Reality is falling apart! Billy: What's gonna happen to us!? Grim: I don't know, (hugs Billy) but I'm gonna hold you tight and never let go! Billy:I love you Grim!
In "Scythe for Sale", Irwin unknowingly buys Grim's scythe at a yard sale Billy's holding. And, big surprise, Grim wants to get it back. However, when Irwin goes power-crazy and uses the scythe to brainwash Mandy into becoming his girlfriend, Grim almost immediately seems to become more determined about saving Mandy over getting his scythe back. As aforementioned, even after everything Mandy's put him through, it's incredibly sweet to see him actually worried about her.
In "Irwin Gets a Clue" Hoss Delgado genuinely bonding with Irwin and trying to help him become cool to win Mandy. And while he's certainly not successful, Mandy gives him a mild Pet the Dog moment after rescuing him from the monster at the end.
Mandy: Irwin? There's something I've been meaning to tell you. You're a nerd. And no shaggy head or utensil on the hand is ever going to change that. It's just a fact of life. Get used to it. Embrace it. Make it your own."
In the episode Son of Nergal Billy refuses to be Nergal Jr.'s best friend because Mandy is already his best friend, which is kind of sweet in it's own right; but when Nergal Jr. attacks Billy, Mandy immediately comes to the rescue and saves him.
And when Nergal Jr. breaks down from loneliness afterwards, Billy, despite everything before, sweetly tells him he'll be his friend. Naturally things go horribly wrong, but still, it was an adorably soft moment while it lasted.
Also, Mandy's shown in various episodes protecting Billy from bullies and other various dangers
Grim bonding with the nuns in "Sister Grim." Also, at the end of the episode, while the nuns are obviously furious with Grim for lying to them, he apologizes for it and assures them that he really did have a lot fun and enjoyed spending time with them. At this they forgive Grim, and they launch him and the kids back home to Endsville.
Near the end of "Spider-Mandy", Billy downs half a cup of Jeff's venom, thinking it's lemonade. When he finally comes to, Grim tells him, "Most kids who drink half a cup of spider venom don't live to tell about it. Then again, most kids aren't friends with the Grim Reaper." Grim could have easily let Billy die from poisoning, but he spared him anyway. Shows how much Grim cares for the little idiot.
Pretty much any time that Grim shows the tiniest inkling that he actually does care about Billy and Mandy. Most of the time it's Hypocritical Heartwarming, but it's still pretty sweet.
Despite it ending badly, the timeskip epilogue of "The Love That Dare Not Speak Its Name" features Grim as the best man at Billy's wedding.
In the episode "Heartburn", Mandy's true heart starts to change after finding out that Irwin's heart used to be filled with evil when he was a toddler. When Irwin realizes what's happening to her, he doesn't seem to mind this fact at all, as the two of them proceed to kiss without any resistance on Mandy's part. However, after Mandy returns back to normal and punches him in the face, Irwin reveals that he knew this would happen if they kissed, but yet he did it anyway because he likes her just the way she is, meanness and all. Mandy surprisingly says the words "thank you" to him before she proceeds to punch him again for the kiss.
In "Billy and Mandy Save Christmas," Billy offers to help Mrs. Claus while Grim and Mandy hunt for the Head Vampire. Mrs. Claus is beyond overjoyed that someone has willingly offered to help her after centuries of doing all the non-toy related work by herself, and it's amazing that Billy is totally competent in completing the chores at the workshop. Mrs. Claus earnestly thanks him for his help and says he'll "Always have a special place in my heart, and in the new world order." Even after Mrs. Claus is exposed as the Head Head Vampire, she never attacks or goes after Billy.
Billy is later able to restore Santa Claus to normal, and makes a heartfelt plea for Mrs. Claus to stop her evil rampage and he makes Santa apologize for taking advantage of her. To cap it off, when Mrs. Claus says she really can't handle all the work by herself, she ends up gaining an ally in Baron Von Ghoulish, who starts cleaning up the workshop for her. Probably one of the only times a bad guy in this show manages to get a legitimately happy ending.
Billy's efforts to cheer up Grim in "The Incredible Shrinking Mandy", especially when he uses Grim's scythe to bring back Malaria from "Grim in Love", who appears to have gotten over her terror at Grim being the Grim Reaper.