According to Boswell "an Irish officer in the Saxon service, a good, honest, light-headed fellow. He keeps a girl at Dessau, and is very much there."
Life with Boswell:
Boswell met O'Grady at Dessau on September 25, 1764, noting that
"[a]t supper this night he talked a vast deal of bawdy concerning a Mademoiselle Stenix, who sat near me. I looked grave, and seemed to give no attention to his discourse, by way of reproving him. At last he said that "she would go like a pair of lobster's claws". This ludicrous idea struck me so much that I burst out into a fit of laughter, and Master O'Grady was heartily pleased."
Boswell met O'Grady a few days after having left Dessau, on October 4, 1764 in Leipzig, where O'Grady was to “sell some [horses] of his own” having apparently “freighted a ship from Ireland”. On that same day Boswell noted O'Grady's great facility for speaking and swearing in German. They dined together with Neitschütz on October 5.