Before Tyrion exits Winterfell for the brothel, Theon sees him off in the courtyard.
Theon Greyjoy: Couldn’t resist some northern ass? If you like redheads, ask for Ros.
Tyrion Lannister: Come to see me off, Greyjoy? Kind of you. Your master doesn’t seem to like Lannisters.
Theon Greyjoy: He’s not my master.
Tyrion Lannister: No, of course not. What happened here? Where is lady Stark? Why didn’t she receive me?
Theon Greyjoy: She wasn’t feeling well.
Tyrion Lannister: She’s not in Winterfell, is she? Where did she go?
Theon Greyjoy: My lady’s whereabouts…
Tyrion Lannister: My lady? Your loyalty to your captors is touching. Tell me, how do you think Balon Greyjoy would feel if he could see his only surviving son has turned lackey? I still remember seeing my father’s fleet burn in Lannisport. I believe your uncles were responsible?
Theon Greyjoy: Must have been a pretty sight.
Tyrion Lannister: Nothing prettier than watching sailors burn alive. Yes, a great victory for your people. Shame how it all turned out.
Theon Greyjoy: We were outnumbered 10 to one.
Tyrion Lannister: A stupid rebellion then. I suppose your father realized that when your brothers died in battle. Now here you are, your enemy’s squire.
Theon Greyjoy: Careful, Imp.
Tyrion Lannister: I’ve offended you. Forgive me, it’s been a rough morning. Anyway, don’t despair. I’m a constant disappointment to my own father and I’ve learned to live with it. Your next tumble with Ros is on me. I’ll try not to wear her out.