Trivia: At the start of the first scene, when Nisi serves the customer she calls Nate, he is played by Rudy Ray Moore, known for the title role in the film "Dolemite," one of the most popular Blaxploitation films of the 70s. After Nate refuses the burned toast, Mickey tells Nisi, "Girl, don't pay him no mind, he thinks he's Dolemite." Also, note the name "N. Townsend" on Nate's uniform patch, which is the last name of the director, Robert Townsend.
Super Grover
Answer: He knew right away, because he knew that Lily didn't have any children, so Nici and Mickey could not be Lily's granddaughters.