Copenhagen's Last Charge — Heather King

When Meg Lacy encounters a broodingly handsome Light Dragoon at the Duchess of Richmond's grand ball, she little expects that in the hours following the Battle of Waterloo she will be accompanying him around the streets of Brussels. Romance is the last thing on her mind as they seek a lost and valuable item belonging to the Duke of Wellington himself.
Lieutenant James Cooper is surly and unhelpful, but Meg senses the Dragoon will need her help if they are to succeed. As they bicker their way around the narrow streets, a strange empathy begins to develop as gradually glimpses of the man beneath start to be revealed. Meg finds herself drawn to that person, but when they finally recover and then return the item to the Duke, Cooper makes a grave error of judgement which jeopardizes their budding friendship…

This novella was first published in the anthology Beaux, Ballrooms and Battles: Celebration of Waterloo