How did Watson realize the gipsy woman had been coached by Sherlock?

Watson distrusts Holmes on the subject of Mary

Holmes has waged a campaign of sabotage against Watson's blossoming relationship with Mary Morston. Watson brings this up in an argument with Holmes at 221B Baker Street:

WATSON: But [where] I do take issue, is your campaign to sabotage my relationship with Mary.

We see him upset Mary at the restaurant early in the movie by implying that she is essentially a gold-digger.

HOLMES: You were engaged. The ring has gone, but the lightness of the skin where it once sat suggests that you spent some time abroad, wearing it proudly that is, until you were informed of its true and rather modest worth and then you broke of the engagement and returned to England for better prospects. A doctor perhaps?

Holmes has tried once too often to disrupt Watson's marital prospects, which in turn makes Watson ultra-sensitive to Holmes' absurd chicanery. In this situation Holmes overplays his hand by echoing the gypsy's effeminate reference to 'doilies'. He tries elsewhere to play up Watson's fears about tedious domesticity (quotation from the sequel):

HOLMES: Marriage is the end, I tell you.

WATSON: I think of it as the beginning.

HOLMES: Armageddon.

WATSON: Rebirth.

HOLMES: Restriction.

WATSON: Structure.

HOLMES: Answering to a woman.

WATSON: Being in a relationship. A life in matrimony, the possibility of a family. Who wants to die alone?