What is interesting about Flannery O'Connor is that a major part of her identity consisted of her religious belief. As a Christian, she writes a lot about grace. The way that her fiction, and this story is of course no exception, features so much brute violence is meant to highlight the way in which the spirit exists in a temporal world. As comedy devolves into extraordinary scenes of violence our impressions of this world as being just a temporary arena before our afterlife are reinforced. In particular, O'Connor's Christian beliefs causes her to write a lot about the theme of grace.
What is interesting about this story is the way in which the two central characters--the grandmother and the Misfit--are both shown to be very unpleasant characters. The grandmother is shown to be an incredibly selfish and bigoted individual, as she manipulates her son and her family to get her own way. The Misfit of course is presented as a cold, heartless killer. However, as they confront each other grace is shown to settle on them both, suggesting that even characters as sinful as these two have the potential to be changed and saved by God. The grandmother is given a kind of epiphany just before dying, where she states:
Why you're one of my babies. You're one of my own children!
The grandmother recognises the common bond of humanity that exists between her and the Misfit, and represents a moment of clarity when she sees herself and the Misfit for who they really are. She is granted this grace before she is killed. The Misfit's response at the end of the story to killing and murder has changed. Before, he said there was "no pleasure but meanness," but now, when Bobby Lee says that this killing was fun, the Misfit replies, "It's no real pleasure in life." The capacity to change because of the grace of God is present even in somebody like the Misfit.
Flannery O'Connor's religious beliefs therefore can be seen to influence her stories to a great extent, and this story is no exception. Its focus on grace and the violence inherent in life make this clear.