Maria's Grandad died last week.

Rosie: "Let's pretend that one of your parents died, and we are princesses and..."
Maria: "My Grandad died last week."
...

Rosie: "I bet your Grandad is looking down on us right now."
Maria: "Yeah. I think he is. And probably he is happier now because he was in lots of pain before. And probably now he can stand up."
Rosie: "Yeah. I think he probably can."

Also, a bit later...
Maria: "It's good to cry, though, isn't it?"
Rosie: "Yeah. Because if you keep it inside, it can make you poorly."