"It's not overtly Scottish," she says. "We don't do it in a Scots dialect; it is in English but there are Scottish accents and Scottish music, and it references a lot of Scottish culture. It's set very specifically in the Borders of Scotland, but I was just amazed that from the first town we went to in America, people seemed to love it across the board. It has a lot of universal themes that will resonate with any culture - such as life and death, and love and hell."
Grove comes from Tunbridge Wells, just south of London, although she trained at the Scottish Academy of Music and Drama. After appearing in several plays in Glasgow and the Edinburgh festival, in August she replaced original actress Madeleine Worrall as Prudencia.
"I'm relatively new, but after doing it for six months now, it feels like an old friend," she says. "I've never done a play for longer than a month before, so it's been a long, wonderful time."
Written by David Greig, the play tells the tale of Prudencia, an academic who has been on a conference, who stops off on her way home in a remote public house on a snowy winter's night, only to experience a particularly devilish encounter. "It draws on old fairy tales, myths and folk stories, particularly the Scottish border ballads, which all have the theme of a young woman going down to the underworld and being tested, transformed and regenerated somehow," explains Grove.
"The style of the play and the way we perform it is very much up-front and with no kind of pretence, although we're obviously actors. It's like you might wander into a pub in the Highlands and there'll be some old guy in the corner telling stories. That's kind of what this is; we sit down and tell stories."
However, Greig has put a contemporary spin on the ancient yarns. "It's set in 2010, so there's lots of modern pop-culture references. The X Factor and Kylie Minogue are both mentioned," says Grove. "It's about a girl living in the modern-day world, although she's rather old-fashioned. She's a PhD student, so she's living in this fusty old world of books as she is studying the Border Ballads."
However, most of the tunes featured in the play are of a more traditional variety. "We all play instruments and create music at different points, but Annie Grace and Alastair MacRae are proper actor-musicians so they're really the soul of the piece," says Grove.
"Everything is live and nothing is recorded, except for a couple of backing tracks for things that I won't give away. Everything else is very much created in the moment, so it's really special."
With its spooky scares, The Strange Undoing of Prudencia Hart brings to mind the long-running West End adaptation of Susan Hill's The Woman in Black, which toured New Zealand in 2007 and was turned into a film last year starring Daniel Radcliffe.
"It definitely has that supernatural element to it with lots of surprises," says Grove. "Theatre can be amazingly powerful in that way. I remember seeing it in London and screaming when she walked down the aisle right next to me. It's ridiculous; I could have reached out and touched her, but with the lighting and atmosphere, you just totally believe in her as a ghost."
According to Grove, The Strange Undoing of Prudencia Hart boasts several equally spooky moments that will make you jump out of your seat. "I've never done a play like this before," she says. "It's awakened me up to the possibilities of theatre, as it really does feel like magic when you're in a bar and the audience can gasp suddenly.
"They'll be so taken along with something that there'll be unexpected consequences. If you play it well enough, they can really come with you on the journey, and this is a journey. I don't want to say too much, but it is to hell and back that she eventually goes."
Auckland Arts Festival
What: The Strange Undoing of Prudencia Hart
Where and when: Bluestone Room, Durham Lane, March 13-24
