Quynh is right about the first question. As to “gravy,” “gravy” means an additional benefit that makes a good situation even better. The idea is like: Meat is good, but it’s even better when there is gravy on top. The expression is usually used to mean that you would be happy with and agree to a situation or agreement that had benefits A, B, and C, but there’s a chance that you will also get benefit D which would make the situation/agreement even better. Benefit “D” is “the gravy. Here, Derek appears to be saying: Having sex with Meredith every night is great. But keeping Meredith in the dark about whatever details she is asking for makes the situation even more fun for him.