She is seated in the gardens with Lady Olenna Tyrell and another girl embroidering a golden Tyrell rose with their motto, "Growing Strong", which prompts Olenna complain that their family has the dullest sigil and motto in the Seven Kingdoms. Olenna terrorizes the girls with convincing Northern and Ironborn accents before observing that there is "a spider in the garden". When Varys approaches, Olenna shoes them away with the mocking advice to "grow strong".
In the A Song of Ice and Fire novels, Margaery Tyrell arrives in King's Landing to wed King Joffrey Baratheon accompanied by three handmaidens, Elinor Tyrell, Megga Tyrell, and Alla Tyrell. The girls are all daughters of different cadet branches of House Tyrell. Elinor Tyrell is the only one of the three to have reached puberty. Both of the ladies seen in "And Now His Watch is Ended", as well as the two attending Lady Margaery in "Valar Dohaeris" are obviously adults, so that particular detail appears to have been ignored. Their relationship to Margaery might be the same, however, since these two refer to Olenna as "nana", which presumably means she is their grandmother.