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Little Grey's death is incredibly sad and felt like such a huge waste. I mean . . . we were robbed of the chance to see her and Mark live happily ever after! But her final moments are exactly as she had wanted. Back in season five, in the now-infamous "broken penis" episode, Lexie tells Mark exactly how she wants to be treated when she's ill. She tells him that when she's hurt she "wants someone to hold my hand and play with my hair," and that's EXACTLY what Mark does in her final moments.