In Gregor and The Prophecy of Bane, Rebellious Queen Luxa has not been getting along well at all with her cousin Howard — it has a little to do with her other cousin Henry betraying her in the first book. Then his best friend and Bond Creature Pandora is eaten alive by mites right before their eyes, and Howard has to be knocked out to keep from going after her. When he comes to and realizes what happened, he loses it completely. Luxa comes up to him, holds him, and tells him, "She will fly with you always." and cries with him.
Another one, this time from Gregor and the Code of Claw. You'd think that Ripred was just a Jerk With A Heartof Gold, but then Lizzie comes to the Underland, and then, one night when Gregor's woken up, he hears Ripred talking to her. Gregor can see her lying curled up against his belly, and we finally hear that Ripred lost his daughter Silksharp in a battle, and that Lizzie reminds him of her.
From Gregor and the Code of Claw: I'm sorry, but one of us has to live. Written in his own blood, no less.
A bittersweet one in Gregor and the Code of Claw: after the final battle, the medics had to cut the deceased Ares' claw off because Gregor would not let go of him even while he was unconscious.
At the end when When Boots finally called Gregor's name right.
Pretty much all of Gregor's interactions with Twitchtip in Gregor and The Prophecy Of Bane, where he at first finds her creepy because of her sense of smell. By the end of the book he feels a lot of guilt about leaving her behind in the Labyrinth.