Events/places mentioned in Demon's article about them spending time together:
1988 at the Kahala Hilton Hotel in Hawaii
http://commons.wikimedia.org/wiki/File:Michael_Jackson_-_High_Res_version_(4518180385).jpg
Photos by Alan Light
https://lacienegasmiled.wordpress.com/category/1988-hawaii-woman/
March 9, 1988 Michael and Liza Minelli attended the performance of "Phantom of the Opera" on Broadway, at the Majestic Theatre in New York City, NY.
In July, 1988, on occasion of a ceremony honoring the singer in England, Jackson is accompanied by 10-year old Jimmy Safechuck, a young American fan he had taken under his wing, Safechuck also appearing in one of Jackson's commercials with Pepsi. At Hamley’s in London, the world’s largest toy store, he shops with Safechuck and purchases computer games, over twenty dolls and teddy-bears, and six puppets: three Stevie Wonder ones and three of himself. He also expresses wish to purchase a carnival for the backyard of his ranch, offering 2 million dollars to John Carter’s Steam Fair; however, Carter will not prove interested in selling it, thus Jackson’s offer is declined.
Read more:
http://www.truemichaeljackson.com/charity/
So it seems it was Hamley's rather than F.A.O Schwartz toy store. He visited there the next year but I'm not sure if Jimmy was with him then. I assumed Demon was still talking about '88 when she mentioned the trip.
Guildhall:
The invitation had been simple: would I care to join Michael Jackson for dinner at London’s historic Guildhall ahead of his string of shows at Wembley Stadium, part of 1988’s Bad tour?
I joined Jackson, his pony-tailed manager Frank Dileo and 10 year-old orphan Jimmy Safechuck – the first in a string of the singer’s young controversial companions – in the Guildhall courtyard.
http://www.birminghammail.co.uk/news/local-news/michael-jackson-the-day-our-man-came-238861
This was the ceremony I could find, not sure if Demon meant the Vanguard awards. Not sure if Jimmy was at that ceremony.
Michael Jackson - Bad World Tour Live Los Angeles 1989 Last Concert - [HD]
5:38-5:48 Jimmy dances next to MJ:
[video=youtube;u5vXT2MFM48]https://www.youtube.com/watch?v=u5vXT2MFM48[/video]