Got it !
Book : Memory (as hinted in your post)
Place : Imperial Residence, Vorbarr Sultana, Barrayar
Time : Gregor and Laisa betrothal, during a Winterfair blizzard, after Ivan unsuccessfully proposed not just Delia (already with Galeni) but also Martya (not yet with anyone else, but ready to marry anyone but Ivan). Note that he did not mention proposing Olivia. Kareen is already with Mark, and Donna Vorrutyer, being only the younger sister of the ruling Count, was probably not even invited.
Human is as human does....Animals don't weep, Nine
LMB, The Labyrinth