From the episode "Quagmire", Mulder and Scully have an honest moment while stranded in the middle of a lake:
The rest of the episode is pretty pedestrian, but this bit of dialogue between the two characters is some of the most interesting, funny and truthful in the whole series. Amazing that it came from a writer who only did two episodes total, this one and another called "Revalations". It's possible that, like any other show, this section was written by one of the producers or Carter himself, but until I hear otherwise, kudos to Kim Newton for hitting these two guys perfectly.
The episode was directed by Kim Manners.