There aren't any huge, game-changing developments in "Grace," but the episode proves that there doesn't really have to be any each week. The second episode maintains the same atmosphere of the pilot, that constricting feeling of each scene as the characters go about their business. We definitely know something is up with them--Carrie going to her sister for pills, Brody praying to Mecca and then going out in his uniform--but these events serve to reinforce the tone rather than hurriedly advance the story.
The biggest plot development was the introduction of Lynne, a member of a prince's harem who is also one of Carrie's assets. There's obviously something sheevy going on since it is a harem, but Lynne also takes a picture of the prince with Abu Nazir, the man Carrie's been looking for for years and the one who potentially turned Brody. As with most television asset-handler relationships, this one probably won't end well.