Where is and what is the action of grace in Greenleaf by Flannery O'Connor?

Mrs. May is the recipient of grace in this story. She is not, through most of the story, a true believer in Christ, nor is Mrs. Greenleaf. Mrs. May is not, through most of the story, able to perceive the grace that surrounds her. She believes her own hard work has made her successful, not how Mr. Greenleaf has helped her. She also thinks, suddenly tired in the mid-morning near the end of the story, that on Judgment Day she will be rewarded because as she puts it, "I've worked, I have not wallowed." She believes that she is superior to Mrs. Greenleaf, who does wallow in the dirt, praying to God. She doesn't believe accepting God's grace is sufficient for salvation.
God's grace comes in unexpected ways in O'Connor's stories, and here it is through a bull. In the first paragraph we are introduced to the bull as "like some patient god come down to woo [Mrs. May]." We also learn that the bit of hedge wreath the bull has pulled out with his horns is sitting on them like a "menacing prickly crown," an allusion to Christ's crown of thorns, reinforcing the bull as a Christ figure.
At the end of the story, the bull gores Mrs. May, though it has been Mrs. Greenleaf who has been praying to be gored. As she is gored, Mrs. May finally may have received God's grace. We sense this because she dies looking at the world in a new way, and finding the "light" she sees "unbearable:"

the entire scene in front of her had changed– the tree line was a dark wound in a world that was nothing but sky–and she had the look of a person whose sight has been suddenly restored but who finds the light unbearable.

The word "unbearable" might lead us to believe she has rejected the light of Christ, but in the final sentence of the story we learn she is leaning over the bull (Christ) as if "whispering some last discovery into his ear."
What has Mrs. May learned? We don't know, but it is apparent that her world changes as she dies. She has been pierced with light of Christ.