O'Grady took his goals tally for the season to 13 with a double in Saturday's 4-1 win at relegation rivals Yeovil and also set up Liam Lawrence and Dale Jennings.
"We carried on what we did on Tuesday at Reading, which took a lot out of us but to do it again and more convincing is nice," said O'Grady after the Reds had registered back-to-back wins for the first time this season.
"It's nice to play well along with getting goals but it's about getting the win, first and foremost.
"We're showing how confident we can be on our day.
"The bottom line is to work hard. We've been unlucky at times, but under-performed quite a few times.
"Hopefully we've identified what we need to do now."