"She went on The Late Show in mid-November and said Nick had reached out to her and tried to get her to lip-sync battle with him," the source said, referring to Spike TV's Lip Sync Battle series.
"She declined, but then he asked her out to a drink and she accepted. They've been seeing each other since."
Jones also allegedly celebrated her 40th birthday with Viall at Inkwell in Los Angeles on Saturday, and the couple was joined by some of the blonde beauty's former Mad Men co-stars.
Just last week, Viall told Us Weekly, "I'm dating. That's about all I'll say," noting that it took him "an appropriate amount of time" to get over his split from Grimaldi.
Viall, a former software salesman turned entrepreneur and aspiring actor, and Grimaldi, a former special education teacher from Montreal, Canada, got engaged on The Bachelor's Season 21 finale that aired in March 2017.
Viall has said in recent days his time on The Bachelor franchise is over and that he's just trying to move forward from his reality TV past.
In addition to starring as Betty Draper in Mad Men from 2007 to 2015 -- for which she was nominated for two Golden Globe Awards -- Jones also starred in major films including American Wedding in 2003, We Are Marshall in 2006, and X-Men: First Class in 2011.
She also made a memorable appearance in Love Actually.
Prior to getting romantically involved with Viall, Jones reportedly dated film producer Tommy Alastra from 2008-2009, singer Josh Groban from 2003-2006, and actor Ashton Kutcher from 1998-2001.