Dottolone Headcanon #863796426: They love each other's scars
I'm leaning towards the idea that Zandik started catching feelings first, but had no clue because romance and love aren't exactly at the top of his mind.
Feofan was initially weirded out with how he was suddenly getting special treatment among the test subjects and how obsessed Zandik started becoming with every change and scar to his body.
It isn't until after he became a Harbinger and the two started working as colleagues, that Pantalone started to realize "oh, he likes likes me."
Meanwhile, 2nd of the Fatui Harbingers over here was still unaware of his own feelings. When Pantalone began teasing him over how he clicked his tongue or grumbled whenever Pantalone hid his surgical scars, Zandik denied the banker's insinuations.
Then came the segments. After that, it only took a little while of watching every version of him constantly fawn and bicker over Pantalone for Zandik to finally realize "ah fuck, I'm gay."
Pantalone quickly grew fond of how each individual segment felt a sense of pride and possession over his health and surgical scars.
Lambda (25) was always obsessed with Pantalone's eyes. Always giving the most eye contact, always staring directly into those gorgeous amethysts that he had repaired, often getting lost in them. The surgical scar on Pantalone's abdomen from the liver transplant is Lambda's favorite spot to kiss.
Epsilon (45) quietly grumbling over Pantalone refusing the stomach transplant. But in return, he was very annoying about Pantalone's diet, something that the banker was often self-conscious about. Unsurprisingly, this did not stop Epsilon's snooping of any meals Pantalone had. Needless to say, it was a very strange feeling to have someone obsessing over your appetite and figure, but not in a judgmental way. It was all clinical fascination on Epsilon's part.
Omicron (65) always tracing his fingers along the scar on Pantalone's skin from the lung transplant. Even when fully clothed, Omicron traced it perfectly. Interestingly, he was the segment who bothered Pantalone about his smoking habits the least. Maybe because of that mask, Pantalone often felt the most like a precious lab rat when dealing with the oldest segment.
Omega (35) being the most suffocating with his obsession, because he was more interested in Pantalone's mental health than his physical. He hyperfixated on every change in emotion, taking note of everything that delighted or upset Pantalone. Every mood swing, every manic episode, every period of depression, every breakdown, every moment of fear—it was all documented and memorized. Every new pharmacotherapy drug in that lab was made for Pantalone and only for Pantalone. He can't help but wonder if Omega only did that to stand out among his other selves...
Delta (18) constantly touching Pantalone's forarm. He had memorized exactly what the chemical burn had looked like long after it had healed. He also took every opportunity he could to brag about the fact Pantalone is only able to keep wearing his "fancy furs" because of him. Also:
"I'm surprised you don't have one of those handbags made from crocodile skin."
"How much of a stereotypical aristocrat do you take me for, Delta?"
"Am I wrong in thinking you'd own something like that? You're obsessed with exotic furs. And I'd be able to acquire the skin for you."
"Reptile textures don't catch my eye. I'd be much more interested in a handbag made of the skin of my enemies."
"Understood. I'll see if I can gather the materials in time for your birthday."
"Wait, Delta, that was a joke–"
Theta (8) getting fed up with this snobby, nicotine-reeking adult (seriously, why are all of his older selves always drooling over this guy?) constantly losing or breaking his glasses. He finally made Pantalone his first ever pair with chains to help reduce the amount of times he loses them. Hopefully.
But it's not just Dottore who's fascinated over his partner's scars. Every gash from combat or burn from a miscalculated experiment is another mark to admire. Each segment was their own work of art with their own unique scars that told different stories. It was a shame they often healed so quickly...
Zandik was the most beautiful of all, because his scars never disappeared. There was nothing artificial to his blemishes, and Pantalone was shameless in admiring Zandik's aging beauty—much to Zandik's dismay when they were in public.