Oooh...the fish board. I was thinking of the Big Mouth Billy Bass. My apologies. In that case, I think the first time is actually the episode before Anonymous, Who Are You?, when Teri Miller says to Grissom that she tacked up her number on the big fish board.
I was stuck on that one, I was going to guess Big Middle. But that's probably wrong...I think I know this one.
I know that Grissom called Sara 'Honey' in the episode, 'Play With Fire' after the lab blew up, but I think that the first time he called her 'Dear' was in Double Cross.