Their first meeting was characterized by a awkward ramble from Wendy, that commented on how touchy-feely she is and ended with a rather conspicuous invitation to lunch, just the two of them. Catherine looked unimpressed. (6x06 "Secrets and Flies")
Wendy's nervous manner around Catherine has continued in a much subdued way through the few scenes we have seen since then. However, this isn't par for the course with the young brunette, with every other person we have seen she has a confident, teasing personality. Even Catherine appears to be warming drastically to her since their initial encounter but, in typical Catherine fashion, can still throw her off balance with a look.