The saddest part is when he tries hardly to speak to his daughter while he's horribly burned.
Issue 5 of volume 2: Dave's father takes the fall for him for being Kick-Ass and is later murdered in prison. The funeral was what really made this heart-breaking, seeing a brief flashback with him playing with Dave as a child.
Earlier, Red Mist SHOOTS A BUNCH OF LITTLE KIDS IN THE FACE. IN BROAD DAYLIGHT.
Not to mention he also raped Katie, right AFTER he shot her father in the head.
Mindy never got to have her hot chocolate with her father...*sniff*