They are first shown in Season 2 Episode 40, when Aphmau asks them for direction to O'Khasis after give the order by the the Thieves Guild to steal an item from O'Khasis.
The first guard Aphmau talks to is cloud gazing, and says, "OooOooh! That could looks like spaghetti! .... Man, I'm hungry."
The next guard Aphmau talks to tells her the direction to O'Khasis, but also flirts while doing so, which she shrugs off.