I haven't played HH myself, but I'm seriously wondering whether there's any extra dialogue to be had with any of the Legion characters after completing Honest Hearts? Or if there's any dialogue with Graham regarding the Legion?
Don't be afraid of spoilers, I won't mind.
If you're a Legion supporter, I'm afraid you'll be let down by Honest Hearts.
You know how in FO3, even if you wanted to support the Enclave, the majority of your work would be with the Brotherhood, and you'd have to support the Brotherhood 80% of the time just to reach that 20% where you could betray them by doing something that would benefit the Enclave? And the Enclave was ALWAYS hostile towards you, regardless of your actions? That's pretty much Honest Hearts. You're immediately told to work with Joshua Graham. Killing him at the beginning fails all quests in the DLC. You could of course "play along" and kill him in the final battle, but yeah, doesn't play out so smoothly as you still need to kill the white legs. The White Legs (the enemy of Joshua) have been told they'll be let into the Legion if they kill Graham by Caesar. You can never interact with the White Legs, and even if you kill Graham, as far as I know, there's no positive ending for the White Legs involving the Legion.
Joshua Graham does have brief dialog options regarding Caesar. You can tell him Caesar's dead, to which Graham will briefly say he's surprised, but then continue to stress the importance of the matter at hand, saying Caesar's death makes no difference for Zion and he's left the issues of the Mojave behind him. From what I understand you can also tell Graham you're gonna kill him for Caesar, to which he'll warn that if you march up to Caesar with proof that you killed Graham, then you're showing Caesar and his Legion proof that they DIDN'T kill Graham, which is a problem for you...
I don't know if Caesar reacts to your trip to Zion, but I'd like to know.