Crooked Kingdom spoilers ahead.
I find Kaz and Inej's interaction here really revealing, even though it's just a few lines. Kaz's warning seems quite light on the surface even with a slight wry humour injected in, but I think there's a depth of meaning behind the words that sheds a little light on their relationship.
Kaz has been using revenge as an incentive to keep living and scheming for so long that it's become a part of him, a part that he is a slave to and a part that has turned him into someone with a hardened heart. But I think it's safe to say that Inej Ghafa is his moral compass. Inej with her saints and her proverbs and her innate pureness. She usually understands and sympathizes with any issues that the rest of the crew face and she despises criminal acts even though she understands their necessity.
By this scene though, she is still shaken by her time as a hostage and she too is thinking about and starting to fixate on revenge and in my opinion, this irks Kaz because he doesn't want her to become like him, consumed with the need to get even, because to him she is someone who is pure and good.
And if that isn't one of the most pivotal Kaz/Kanej depth moments that make me want to squeal I don't know what is.