They don't just have to kill puppies. They get puppies when they begin their training and they have to raise them and take care of them - and then after two years or so they have to kill them. And killing a slave baby is what completes their training, if I remember correctly.
Anyway, I really enjoyed this episode. The dragons are looking awesome. The scene with Tyrion and Tywin was really great (better than I remembered it from the book), as was the scene with Kraznys mo Nakloz and Missandei.
One thing I did not like so much was the scenes with Samwell Tarly. I had really hoped they would show the fight on top of the fist of the first men. (Guess they left it out because of the budget. And it's really only in the book as a flashback, to be fair...) Also, I kind of missed Arya and Jaime and Brienne, but I suppose we'll see them next week.
And is it me or does Stannis look a lot different?