Thor and Sif's pseudo-parental relationship with Tjalfe and Roskva. While the kids are servants, and nominally there to pay penance for breaking Toothgrinder's leg, it doesn't take long before they are essentially treated as family. Thor especially is just as protective of them as he is of his own children.
Roskva's friendship with Fenris, cemented by Loki for once being nice to her and telling her she can take him for walks whenever she wants, long as she doesn't ask the other gods first.
Loki, in fact, seems to have a bit of a soft spot for Roskva. It's not very obvious, but he treats her far less callously than he treats Tjalfe, and many of his Pet the Dog involve her in some way.
After a small moment of disbelief that one of his newborn children is a girl, Thor immediately begins doting on both the babies, talking warmly to them, and immediately reassures them that Tyr isn't dangerous when Tyr gets too loud. He even admonishes Tyr and Sif for being too loud and scaring the kids.
Heimdall reconciling with Freyja at the end of Freyja's Necklace, especially his joyful expression when he realizes that she's forgiven him.
"The Ballad of Balder", despite Balder's death, does end on a happy note that doesn't feel contrived. Baldr gets with Hela, who he found to be his ideal girl and who delights in his company brightening up the realm of Hel. He even gives thanks to Loki for arranging their meeting.
Frigga, mother of Balder and Hoedr, does not hold any grudges against Hoedr for killing his brother. And when Hoedr visits Balder, they manage to patch up their differences, with Balder showing Hoedr how wonderful he is and giving him the strength to meet Nanna.
