Very interesting story. I haven't read the first one, but I think this one stands on its own.
Point of view is done well with exception of one line that jumped out at me. It may have been a typo. (We are not alone anymore. We have each other. I had found someone who loves me as much as I love her.) It seems as though the POV switched from Scully's to Mulder's at this point, which is a no-no in stories told in first person. I'm assuming the author meant HIM and not HER.
Just enough background information to catch the readers up to speed without overwhelming us with obtrusive story plots.
No big errors with the grammar, so have no fear.
Not sure why the author got e-mail telling them not to write anymore X-Files fan fic since I haven't read the first story. I liked the twist of reality in this one, though I had to read a couple of sections twice to make sure I was keeping up with what was going on. This may have been a result of not reading the first story.
Technical suggestions:
I reached for his hand and grabbed it. I gave him a caring squeeze. To show him how much I care.
Don't tell us it is caring--show us. I took his hand in mine, squeezing it firmly, just enough pressure for him to know that I cared, that I was there and would not be leaving. He returned the gesture.
He said bookisms:--He/she said, he/she asked, and very infrequently he/she replied are the only true invisible dialogue tags. A lot of people think that they are too repetitive, but they are not. Anything else gets in the way of the action. An occasional he/she murmured, stuttered, groaned, retorted, exclaimed, hissed (hissed only if the word has an S in it, please), mumbled--you get the idea :) -- are acceptable, but only occasionally! Dialogue tags should be unobtrusive unless there is a need to show great emotion--and even then--show us, don't tell us.
He was agitated. I could tell it in the line of his body, the way he fidgeted on the barstool, not making eyecontact with me. His hands were restless, beating out a steady tattoo on the surface of the bar, and I wanted to place my hand over his to still them. When he spoke, his voice was low, uncertain, full of pain. Agony.
"I lost my best friend," he said.
Show--don't tell us.
Nice job. Keep writing and ignore those that tell you not to, or ask them to be more specific with their critiques. It's far easier to make sweeping judgments instead of giving advice that could help you. I suspect it was more a reaction to the story theme than a complaint with the actual writing.