The couple, in New York for the 30th Anniversary Princess Grace Awards Gala hosted by the Princess Grace Foundation-USA and Dom Perignon at Cipriani 42nd Street, mingled with celebs, including Oscar winner Geena Davis and TV personality Paula Zahn.
Albert, whose mother Princess Grace died in a car crash 30 years ago, put his arm around Charlene’s waist as they posed for photos, and the pair held hands as they entered the event just after 6:30 p.m.
The prince is vice chairman of the foundation, which provides scholarships, apprenticeships, and fellowships to assist artists at the start of their careers.
Charlene, a towering blonde with slicked-back hair and a floor length backless white dress, has grown more comfortable in her role as a royal, a close friend of the family tells PEOPLE.
“She’s really come into her own,” Lynn Wyatt, a trustee of the foundation and an honoree Monday night, told PEOPLE. “I’m really proud of her and how she handles things. She’s beautiful.”‘
Wyatt added, “Princess Grace would be so proud [of the foundation’s success].”
While at the event, Charlene – who is a former Olympic swimmer – also offered some insight into her routine back home. Event emcee and TV personality Paula Zahn told PEOPLE after meeting with Charlene, “I got to talk to the princess! She’s stunning.”
Adding that she was also very sweet, Zahn revealed, “We talked about competitive swimming. … I was a serious swimmer. Never an Olympian, like she was. She was talking about how much she’s in the water.”