What is the meaning of [What will Mrs. Grundy say?]

What will the neighbours say? As is mentioned under We are all slaves of
opinion, our actions are influenced by what other people may say or think
about them.

In a play called _Speed The Plough_ by Thomas Morton and first produced in
1798, Mrs. Grundy is the symbol of conventional propriety. She does not appear
in the play, but her neighbour, Dame Ashfield, is constantly afraid of
incurring her disapproval.