One episode has Sophia tell the story how she and Sal (https://goldengirls.fandom.com/wiki/Salvadore_Petrillo) had a fight then they made up and little Dorothy came along nine months later. Another time (https://goldengirls.fandom.com/wiki/The_Accurate_Conception), she tells Dorothy she and Sal got frisky behind the garbage cans at a San Gennaro Festival and that was how she came about.