There are no easy ways, but you can use the StackExchange Data Explorer (SEDE) to find these things. I made a few very simple queries with a few examples that I could remember at the top of my head. You can switch whether you are looking at the main site or the meta site in the upper right hand corner. Just copy the code and change the values for the Ids and usernames that interest you.
I just randomly chose Ids that I could find fast.
Comments where we cited each other
You can use this query. Just change the UserId and the name. The first UserId is my own and I am searching for a text that would look like "bladutchbla" when converted to lowercase text. This is to find interactions with the user L.Dutch. I am combining this with the search for comments by L.Dutch (the second Id is his) where he mentioned my name.
You can find your Id and that from other people by going to their profile and looking at the URL in your browsers address bar. For example my profile shows
https://worldbuilding.meta.stackexchange.com/users/28789/secespitus and the important part is 28789.
The link in the first column will automatically take you to the specific comment.
Answer I posted to a question from the other specific user
You can use this query. This time I used Mindwin's Id. The first Id should be your own (your answers) and the second from the person you are interested in (their question).
The link in the first column will take you to the answer.
Answer the other specific user posted to one of my questions
Just use the above query and switch the IDs.
Questions where me and another specific user both answered
You can use this query. I chose the Id from myself and L.Dutch again.
The link that you get as a result will take you to the question.