O'Grady began writing her first novel, The Yellow House, as part of a course she undertook while studying towards a Bachelor of Fine Arts at the Queensland University of Technology.[7] The novel is narrated by a 10-year-old girl named Cub whose grandfather committed a series of murders before she was born.[2] O'Grady has explained that she had been interested in true crime since she was a child, and that the novel had been inspired by the conviction of Matthew Milat, great-nephew of serial killer Ivan Milat, for murder.[5] The manuscript for The Yellow House was the winner of the 2018 The Australian/Vogel Literary Award and was published by Allen and Unwin in April 2018.[5] Louise Swinn reviewed the book in The Sydney Morning Herald, writing that it was a polished first novel with a dark and unsettling narrative and a chilling momentum.[2] In a review published in Australian Book Review, Jay Daniel Thompson praised O'Grady's storytelling skills and described the novel as having an understated air of suspense and intrigue.[8]
O'Grady's second novel, Feast, was published by Allen and Unwin in May 2023.[9] The work is a gothic novel that follows a reclusive couple living in a dilapidated Scottish mansion.[10] The novel's setting was loosely based on Craigend Castle, which had once belonged to one of O'Grady's maternal ancestors.[11] O'Grady undertook a trip to Scotland in 2019 to conduct research for the novel, where she walked the Cateran Trail and visited Craigend Castle.[11] The novel was positively received by reviewers upon its release and was shortlisted for the 2024 Stella Prize.[3] In The Sydney Morning Herald, Jo Case wrote that the novel invited readers to reappraise notions of consent and power in the post-#MeToo era and described it as unsettling and exquisitely paced.[12] In The Guardian, Bec Kavanagh described the novel as a "triumph" and praised O'Grady's rendering of her characters.[13]
