This page contains detailed information about Rona Grey as obtained and inferred through quests. It is organized by volume, and the quest(s) where the information was obtained is linked. If the quest was fealty-specific, that is noted as well.
Feel free to add new information as you find it!
If you have not played through all of the volumes, this post will contain spoilers.
She does not oppose Ella running after Oskar because Ella should have a chance to prove herself if she wants. Rona says she would not have wanted to live without a chance to do something more than just get married and have children. A Woman Grown
Rona dutifully reminds you not to forget Jayne as a possible heir. Not Forgotten
That said, she feels Jayne's judgment is in question when Jayne chooses to stay with Littlefinger. Protege
She does not trust Littlefinger and believes Jayne is naive regarding her affections for him. She suggests you bring Jayne home, particularly if she is your heir. Misplaced Trust, Too Precious
If you suggest she serves your house in Daenerys's court, she grows excited by the prospect. An Agent in Meereen
She has been known to keep two slender stilettos where they pin her hair. Blood and Saffron
She is furious when she finds someone has double crossed her and is quick to recommend death. The Unreliable Tattler
Prior to working for you, she was employed by the Countessa of the Reach. She asks for leave to attend the Countessa's funeral. The Countessa was fair and wise and a good leader, and you reminder Rona of her. She is greatly affected by her death, weeping at the funeral. The Countessa of the Reach