I'm almost embarrassed to answer because it was a very primitive process! And it also exhibits how neurotic I am about organizing information…
For each of her books, I googled something like "sheila heti pure colour review" or "sheila heti pure colour interview" and then downloaded many of the articles as PDFs so I could highlight them and take notes. I also went through various websites (the LRB, NYRB, the Paris Review, Bookforum, NYT, the New Yorker, the Guardian, etc) and just searched "sheila heti" and saved those as well.
I organize most of my reading in Zotero—my folder structure for the review looked something like
📁 202401 Sheila Heti for ArtReview
↪ 📁 2010 How Should a Person Be
↪ ↪ 📁 Reviews
↪ ↪ 📁 Interviews
↪ 📁 2018 Motherhood
↪ ↪ 📁 Reviews
↪ ↪ 📁 Interviews
and then I also had folders for
↪ 📁 Other writing by Heti
↪ 📁 Reviews of autofiction as genre
↪ 📁 Books Heti likes
But some of the other essays were recommended to me—like the Lorentzen essay in Bookforum—and that was incredibly, incredibly helpful