The complete 4th sentence from O Henry's Gift of the Magi reads:
"Pennies saved one and two at a time by bulldozing the grocer and the vegetable man and the butcher until one's cheeks burned with the silent imputation of parsimony that such close dealing implied."
O Henry means DELLa haggled relentlessly with the merchants to save a penny here and a penny there. She felt embarrassed and ashamed (until one's cheeks burned) for appearing so miserly (with the silent imputation of parsimony) during these face to face negotiations (that such close dealing implied).
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