He has won amateur tennis tournaments both in singles and doubles and as an Australian schoolboy was a champion middle distance runner.
Upon earning his diploma in Italian, he worked in Rome for the US Catholic Immigration Office interviewing refugees from Eastern Europe.
O'Grady previously had short stories and articles published and a play of his staged in Melbourne when, in 1957, he started working as a journalist in Sydney.
Although a Catholic he had not written about religion in Australia but upon returning to Rome he saw the Vatican Council, which began in 1962 which presented itself as an important journalistic opportunity.
He had for his entire career also written about Italian affairs ranging from politics to culture and travel, mainly for The Sydney Morning Herald and The Age and other publications (see Bibliography, below).
He wrote 14 published books of fiction and non-fiction, including novels, collections of short stories, history and biography; many of these have been translated into various languages.