Fey and Cid headcanon : being little shit together during the Gold Saucer date.
Of course, they are going to spend it together. During the theater part, they'll play the baddies; Fey being the dragon king and Cid her sidekick. Pretty sure they'll manage to trick Vincent to play the Princess (Vincent follows them in their shenanigans and he's not sure why).
For the Skywheel part, they'll drink some beers Fey hides and remember their happy and funny memories.