How to grade efficiently and fairly. Some things you might cover:
Practical things like "Grade all copies of problem 1, then all copies of 2, etc" and "If you grade out of 5 points, you'll spend less time making and justifying decisions than if you grade out of 10."
Some discussion about the merits of additive vs. subtractive grading. (I'm a big fan of additive, myself, but I know both have defenders.)
How to keep good records of student performance. Discussion of any university policies regarding privacy of these records.
Encouragement to return problem sets as soon as possible.
If you want some more interesting material to discuss, you could check out Noah's blog post.