Pay attention to the pacing of your story. Don't rush things. If you're introducing your OC's backstory, do it gradually. For example, start with small hints about their past in their conversations with other characters, and then gradually reveal more as the story progresses. Also, use vivid descriptions of the settings and actions, like when your OC is casting a spell, describe the magical glow and the incantations clearly to make the reader feel like they are in the Fate Grand Order world.
When writing, make sure to integrate your OC into the existing story in a seamless way. Don't just force them into the plot. For instance, if there's a battle in a certain singularity, your OC's entry into the battle should make sense. Maybe they were on a quest nearby and heard the commotion. Also, develop relationships between your OC and the other characters. It could be a love - hate relationship with a certain servant or a mentorship with another.
First, know the lore of Fate Grand Order well. This includes the different servants, their abilities, and the overall world - building. Then, create an interesting OC with a distinct personality, backstory, and powers. For example, an OC who is a half - human half - spirit with the power to communicate with nature spirits.