After the rush of the mid-season premiere and the potentially game-changing news dropped into Neal Caffrey’s (Matt Bomer) lap, I wasn’t entirely sure what to expect from “Upper Westside Story” in terms of character development and connection. As is usual for this series, the episode plot and case-of-the-week is tight with a crafty, clever con and a layer of sentimentality that further endears our favorite con and FBI agent, Peter Burke (Tim DeKay) to us.