99's fingernail phone.
Miniature telephone concealed in a false fingernail, specifically a thumbnail.
The Chief issues Agent 99 the new fingernail phone to enable to her to communicate with CONTROL while being held prisoner by Melnick Archer in a cell at Melnick's Furniture Warehouse.
She covers her use of the device by claiming that she is biting her thumbnail due to nervousness.
[Episode #133: "And Only Two Ninety-Nine".]