Any time Ah-Ma rips Shen's silk clothes to annoy him.
When Ah-Ma enters Shen's room to tell him about Lianne, he orders Zhan to hide all the silk and velvet. After she has left, Shen notices that she has taken his handkerchief from his desk.
While Shen is ranting about his lack of progress with Lianne and Zhan is standing close, someone interrupts their conversation by saying that Shen does like Lianne. Shen points his Guan Dao at Zhan's throat, only for the Wolf Boss to yelp that he didn't say it. Ah-Ma is revealed behind Zhan.
During one of their spars, Shen traps Lianne in his hold, with only an inch separating his chest from her back. She suddenly takes an audibly deep breath of him and presses herself against him in an intimate way, wriggling herself free as his mind goes numb.
During the reception of Master Thundering Rhino, Lianne has to give Shen clues like he were a child being told to behave. Eventually she plucks his downy feather to make him bow in respect to the Kung Fu master.
Shen tells Lianne when he and Zhan once played in the city in their early teens. They ended up being chased by a group of drunken men until they came across an old white sheet. Shen stood on Zhan's shoulders and covered them with the sheet, leaving only his red eyes visible. Upon seeing the "ghoul" hissing out with a "demonic" voice, the drunkards ran away screaming.
Some moments during the Moon Festival qualify.
When Lianne asks a nervous Shen to offer her his hand, he briefly thinks it's meaning something else and almost trips over himself.
Lord Goa, Lady Jing, Ah-Ma and Zhan all make knowing smiles at Shen when he's being hugged by Lianne.
Shen mentions that Zhan once tried to come up with love poems for a dog maid.
When Shen enters the dungeon to meet Po face-to-face after preparing for the dramatic meeting for forty minutes, the panda is too busy freaking out at the dungeon as well as Haun's skeleton next to him and brushes Shen off like he does in their canon first meeting.
Master Mantis' mention of an avalanche being the reason Po and the Furious Five needed weeks to reach Gongmen City.
It's mentioned in the epilogue that during the time skip, Zian had once tried sitting on his father's train and be pulled around. That had apparently been very annoying to Shen.