Dana Scully doesn't really have much to do with Krycek, but that's ok, because she gets in the way, and that's all I have to say! (enough with the rhyme..) No, they talk occasionally, and she saved Krycek's cute butt by shooting Mulder in the shoulder. But I don't think she really likes him that much.
Walter Skinner was Krycek's FBI boss, but doesn't seem to like Ratboy much since he left. Or maybe it's since Krycek and mates pummelled him in the stairway. I don't know. Either way, he leaves him hangin' on the balcony throughout the night..
Cancer Man is really Krycek's boss, but that's ok, 'cause I won't hold that against him. He's a cool guy, despite the odd attempt on Krycek's life.