To stop a bad guy, Nicky goes undercover in the most unassuming way (picking target up at a bar, seducing at a gala, etc.) and builds a relationship with him over a couple of weeks before the team can strike. It puts a strain on his relationship with Joe (who is jealous, worried about Nicky or both) but Nicky does not express the same level of concern because he is focused on getting the job done. Cut to the day when the team are finally about to take the guy down and he reveals that he has known the whole time (maybe he greets them all through Nicky's mic/earpiece or something?) and then proceeds to rape him, threatening to kill him if the team try anything, and they can't risk it because otherwise he'll find out Nicky is immortal.

+1000 if you find a way to make it a surveillance cam instead so they can all see what is happening to nicky
+100000 if while the rape is happening, nicky is talking to joe through the mic, telling him its okay and that he loves him and that he's sorry (joe of course on the other end having a complete mental break, telling nicky it's not his fault)
+10000000 if the guy taunts joe over the mic/cam about all the things nicky let him do over the last couple of weeks while he was undercover
+10000000000 if joe goes on a murder rampage, completely uncaring if the team gets found out because he's going to kill everybody involved anyway