RORY: He actually likes it when we come for Thanksgiving. All these years and we never knew.
LORELAI: Hm, he’s the Grinch and we’re Cindy Lou Who.
Another reference to the 2000 Christmas film How the Grinch Stole Christmas. Cindy Lou Who (played by Taylor Momsen) is a little girl from the Christmas-loving town of Whoville while the Grinch is a grumpy Christmas-hater who learns to love the holiday with the help of Cindy Lou (showing that he was really good-hearted all along).
The Annotated Gilmore Girls 