"In this tone the talk continued, with such gay sallies on the part of the Duchess, such tender advances on the Duke’s, that the lad declared they were for all the world like a pair of lovers courting on a summer’s night in the vineyard; and so it went till the servant brought in the mulled wine."[1]
Sallies are essentially jokes and are defined as "a remark that is intended to entertain or amuse somebody".[2] Gay sallies, then, are fun and well-intentioned jokes.
[1] Wharton 1901, p. 17
[2] see Hornby 2019, Nr.