The MarCo cubesats travelled from Earth to Mars alongside InSight and relayed signals from InSight (UHF) to Earth (X-band) during it's descent and landing on the surface of Mars.
The NPR podcast and article What's Next For Tiny Satellites? says:
In the past, spacecraft were only able to transmit back to Earth simple tones during a landing. Those tones would change for major milestones, such as parachute deployment, the firing of landing rockets or touchdown.
This time, as InSight team member Christine Szalai called out altitudes from the control room in the Jet Propulsion Laboratory in Pasadena, she was reading off actual data from InSight's onboard radar. It was live play-by-play, bearing in mind that the radio signal from Mars took approximately eight minutes to reach Earth.
Is this really the first time that descent and landing radar or other telemetry from one deep space craft has been relayed to Earth in promptly (not store and forward later) by a second deep space craft? Or is this this just the first time this has been done with a secondary payload cubesat or smallsat much smaller than the lander? Or is not really a first at all?