It's set in the "high-octane world of art, sex and money" – wonderful ingredients to transform into her latest page-turner.
Wendy made time to take on the persona of her bad-boy artist character and launched an art exhibition which opened in London for a single night earlier this week.
It showcased 12 contemporary artworks, with Wendy doing the creative work to help her get into the mindset of Zeb Spaw, the villain of Gallery Girl, which came out yesterday.
She's not without a track record for being artistic.
As well as being a journalist on The Sunday Times, Tatler and The Mail on Sunday before becoming a full-time author, she's also dabbled professionally at drawing and painting, and loves sculpture and galleries.
The spoof show, angry_with_britain, by Zeb/Wendy includes Fifteen Metres of Fame, his homage to Warhol, a 15m rope hung with pictures of celebrities mounted on cardboard (mostly from All Bran boxes).
There is also Tripetych, three panels featuring blown-up images of offal.
The exhibition is trailed as "spoof and a bit of fun", and Wendy's character is "angry".
"He's not so much an angry young man as an angry middle-aged man," she said.
"I had to get inside his angry mind and also those people surrounding him. There are so many satellites of people, dealers and those who surround him, like the owner of the gallery, patrons, a predatory female nymphomaniac collector…
"In the middle of this is my heroine. She doesn't particularly like the world she has been thrown into but has to get to know it more.
"What I'm always looking for is something behind the scenes of a glamorous world, and it's got to be funny.
"The very fact of being a glamorous person is inherently funny, because it's so difficult for them to keep their façade. There's a gap between what we see and what actually goes on.
"The world of contemporary art is so terribly po-faced, it's ripe for comedy.
"Contemporary art is a perfect subject, full of money and fame. There's so much potential humour."
It was when Wendy created the character of Zeb for Gallery Girl that she decided she wanted to do some of his awful work for herself. His masterpieces included spraying crisps gold and labelling them Golden Wonder, or making a Barbie doll's toilet gold and calling it Flash in the Pan.
"I really did enjoy writing it," she said. "I've gone further than ever before with a character, not just in creating him but realising some of his artwork too."
She'd already written about the film world and glossy magazines, all with those vital ingredients of money, power and people, often pretending they are something they're not.
Of course, in the narrative of Gallery Girl, Zeb lives up to the pretence, and learns that nailing a pair of pants to chipboard will get him more headlines and interest than the traditional styles. So that's the direction he goes off in. He is drawn as a very clever person who markets his own art.
Not a career path that Wendy, now 45, saw through. "When I first started out in the late 80s my first career was as a cartoonist for all sorts of people. I realised I probably wasn't going to make a career out of that and it fell by the wayside," she said.
But she's doing just fine without that particular string to her bow. Away from the fiction, she still writes for newspapers and magazines on social and lifestyle topics and you might catch her on the radio as a contributor to debates.
She's currently finishing a new book – as yet untitled – about a social climber, set in the south of France, and is tossing around a few ideas for her next.
Wendy, whose previous best-selling novels include Filthy Rich and Fame Fatale, lives in Two Dales near Matlock with husband, Jon McLeod, and their two children.
She's had success with nine novels so far, every one a top-ten bestseller.
Gallery Girl by Wendy Holden, published by Headline (Trade Paperback), £12.99.
Words by Patrick Astill, first published in the Derby Telegraph