They still have nightmares, but sometimes they’re not about the Games, or even the War. Katniss still has nightmares of her father’s death, and those seem to hit her harder than others. On mornings after those in particular, Peeta calls in to say he’ll be late at the bakery, and takes Katniss to her father’s lake for a few hours. They don’t say much, but it makes her feel better.
Peeta’s nightmares are a different story. When they’re not about the Games or his hijacking, he dreams about his childhood. Katniss wakes up to mumbles of “worthless” or “good for nothing” or “never enough”. At first, she doesn’t know how what to do after he has these - “Not real” doesn’t seem to fit. She thinks of other things she could say, but after all this time, she can’t bring herself to say them to his face. So, she writes notes for him, and leaves them everywhere - in the bathroom, in the kitchen, at the bakery, under his pillow. You are my everything. / I wouldn’t be here without you. / You deserve to be happy. / I hope I make you as happy as you make me. / You are not alone. / This world is better because of you. / I need you. I do.
She tries not to be in the room when he reads them, and he doesn’t mention them to her, either. But one day, she looks up in the back room of the bakery, and sees all of them taped to the wall. And she smiles to herself.