I don't have a Rocky to force me to sleep, so I finished(?) their impromptu yap to nap sesh at 2am lol. Grace probably fell asleep while talking nerd stuff to Rocky, and Rocky is just kinda patiently watching him when after a few hours, Grace starts mumbling and shifting around.
I like to imagine that sometimes Rocky won't wake Grace up from nightmares right away because he wants to gather data on what they're about since Grace usually refuses to talk about them afterwards or tells him not to worry. But Grace talks in his sleep and that is very useful.
He'd probably piece together pretty easily that Grace is having a nightmare that something went wrong during their mission to Adrian, and he'll either wake him up or watch as Grace jolts awake from one of those dreams where you feel like you're actually falling.