First mention: 08 - Spirit Quest.
While Unknown are dining at the Queen of Sheba Wayhouse, under the insistent but vaguely threatening hospitality of its owner the Marchesa Casati, she asks Greycoat (Shier'Tal) how his old 'Mistress' is.
It is implied from the conversation to follow that Okiko was once Grey's employer, or held similar sway over him as Mab now does, following what is hinted to have been a rather bloody series of exploits earning Grey the epithet 'Butcher of Barovia'.