It depends on the degree of vexation, fear or dismay. Normally, when he is frustrated or uneasy, he will find comfort in feeling the beads of his plain wooden rosary, which he always keeps on his person. There is a cute story behind the rosary and the Saint that gave it to him, of whom he possesses the fondest memories.
He also takes comfort in gardening: he is in fact an expert gardener with a keen eye for aesthetics, and over the centuries he has tended to many plots in the world famed Vatican Gardens, which are now extremely well kept and flourishing with all sorts of flora. They are truly beautiful to behold, and he enjoys spending time strolling and reading in them - especially his private rose garden. Fun fact: one of the more obscure (unlikely but poetic licence buh) potential origins for the name Vatican actually comes from the Sanskrit word for garden. Here is my symbolic homage to the Garden of Eden.
What does your muse do when very excited?
He flagellates because happiness is a sin and it has no place in Roman Catholicism. Leo has had it drilled in him since childhood that making an overt display of any strong emotions is considered a weakness; so he will keep a dignified deadpan appearance no matter what, and then go scream into a pillow and fist pump when he’s alone in his room.
Does your muse enjoy gossiping?
OH BOI DOES HE. He is the holy grail of gossip. He is the master blackmailer. Has eyes and hears everywhere, and if there is a rumour circulating he will be the first to know, and hold it against you for his cunning purposes. He may gossip as he sees fit (if there is any political gain), but generally just amasses it and keeps it to himself as manipulation ammo. In the past he had this urge to be at the centre of everything that was happening in the world, hence the habit of gathering information. These days he isn’t as involved, but will still indulge in idle gossip if he’s bored (which happens a lot).
If you ever think that a storyline is fucked up remember that Giovanni Boccaccio, one of the greatest author in the italian literature, wrote a novel about a girl who hid the head of his dead lover in a vase of basil and wept on it every day