While Koli was brought from Dasna Prison for the hearing amidst tight security, Pandher also appeared in the court, CBI's Prosecuting Officer J P Singh said.
Koli had earlier filed a petition demanding all available documents related the case on which Singh objected.
The next hearing in the case will be on June 3.
The serial killings came to the light in December 2006 after discovery of human remains from a drain behind Pandher's house in Nithari in Noida on the outskirts of Delhi.
Koli's mercy petition has also been turned down by the President.
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