Continuity mistake: When Grisson gets on the vibrating bed, in the close up shots he is sitting with his neck even to the top of the headboard and no pillow showing. In the wide-angle shot, he's hunched down lower with a lot of the pillow showing above his shoulders.
Revealing mistake: The outline of dead Ice Guys underwear can be seen at the very bottom of the screen when Catherine and Nick take a DNA sample from his ear.
Answer: The episode on CSI:NY was called "Love Runs Cold" and first aired on October 4, 2006 (Season 3, Episode 3) and involves the investigation of a model found stabbed to death by an ice dagger.
OneHappyHusky