This was funny quest, which could be great for sneaking techniques and possibilities tutorial.
Initially I cleared all traps as Grey Rat told me "Clear the path and then I will follow." So I expected that after clearing all traps, he will rush in and kill everybody. This did not happened and he still mumble about "clearing the path".
So I used sneaking to kill all bad guys before I opened cell with Cecily. Combination of rock throwing to lure and kill and my own´s traps was perfect. Later I found here on forum that I could use a wooden club to stun the enemies from behind.
Tried also a technique to lure a bandits to the GrayRat but this not work too much as they ignored each other, which was quite odd.
I did it this way:
Leave Grey Rat at the door.
Stealth-disarm EVERYTHING except the mines the front door. NPC pathing is derpy.
Try to throw rocks to get the door guards within blast range.
Detonate mines with another couple of rocks.
Finish off any survivors.
Run back to the door and make sure Grey Rat doesn't get pincered to death.
From here, you can still watch as Cecily gets boinked or save her first.
Talk to Cecily and realise Grey Rat can teleport.
Casually walk out the door and back to the inn.
Job done, Lona's a freaking hero and Cecily begrudges that a Commoner rescued her.
Thank Vineet for having Cecily say "Thank you". Or whatever grumble she uses as gratitude.
Really, GR is awesome and tanky but this mission doesn't really show it as he can get himself killed.