I suspect romances are the most sensitive to skipping dialogues. For Gale, if you go through the Weave scene (keeping friendly), you can kill the romance at the very beginning. If you ignore conversations, the game sort of assumes you need a second person interested in you and you have to get the jealousy scene. How the game chooses that "another person", I can not tell (suspect, it chooses from not actively turned down companions). But all and all, conversations and solid "no" is the key.
I turned everyone down but Astarion twice now and never ever had the jealousy scene trigger on both runs. So you don't HAVE to get the jealousy scene. You get it only when you keep more than one companion interested in you, for example I could reload the save from before Wyll's dancing scene happens, dance with him, kiss him and I can get the jealousy scene from both Astarion and Wyll telling me to kind of choose.
And with Gale I do believe he is the companion most prone to ninjamancing the player, even when friendzoned. 1 wrong chosen line and he's back to being all horny over you. Especially considering how Larian reshuffled his scenes in some of the more recent patches.