In any great piece of literature, there are multiple themes that develop. The task, therefore, is choosing one that applies well and which you can support with a variety of textual evidence.
One theme that is prominent as I read is the deceptive nature of evil. The grandmother believes herself to be a good lady because she dresses nicely with "white cotton gloves" and "a navy blue dress with a small white dot in the print." She is a woman who believes that an outer polish equates to an inner grace. She is a dichotomy, however; as she passes by a black child as the family drives, she comments that he is a "cute little pickaninny" and that "little niggers in the country don't have things like we do." Clearly, her ideas of being a lady do not extend grace toward a diverse human population and instead focus more on being from a good family and utilizing good manners.
Later, she looks at the man who is killing her family and tells him, "I know you’re a good man at heart. I can just look at you and tell." The grandmother is again basing her sense of goodness on a physical representation, even when all evidence points in the direction of an evil heart. While she wants to believe herself a good woman, the grandmother's heart is racist and judgmental, allowing no grace for innocent children and trying to find grace for the murderer of her family.
The grandmother also seeks to save herself by attempting to lead The Misfit to spiritual salvation. Contrary to what she might have expected, The Misfit tells her that he was a "gospel singer" for a while and comments that "Jesus was the only One that ever raised the dead." Although she believes that The Misfit acts gentlemanly and is thus capable of praying for salvation, he tells her that there is "no pleasure but meanness." While the grandmother believes that there is hope for The Misfit and thus for herself, he proves that his outward gentlemanly charm camouflages an entirely evil heart.