The dramatic series finale - which saw the man she loved, Mr Moray (Emun Elliott), sacrifice his imminent wedding, and his career, to be with her - captured British viewers, but they may be frustrated to hear Sunday's episode picks up a year on, with Moray banished to Paris by his jilted fiancé, Katherine. Does Vanderham fear their disappointment?
"I hope not because, if I'm honest, if that happened that would be the story over so we don't want to give them their gratification too soon. It becomes a very boring story if everybody's just happy. As much as Denise is happy, she needs to have something to want. There needs to be a drama."
Moray's soon called back into the fold, but one of the (many) obstacles preventing their union is Denise's own desire to succeed professionally. "The ambition that both these characters have means that they put that in front of their union which I think is fascinating and really fun to play."
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The second series also welcomes a new character, Tom Weston, played by Cutting It's Ben Daniels. He wastes no time in stirring things up and, as Katherine's new husband, is bound to cause problems for Denise. But Vanderham teases an interesting twist in the pair's relationship:
"As the series goes on, for whatever motives Tom Weston might have, he starts to take advantage of Denise's abilities, professionalism and work ethics so that becomes an interesting storyline. How does Moray feel about that? She's torn again between this ambition and this desire to be with this man."
Trouble in Paradise, it seems, although as an ambitious woman, Denise acts as a prototype for later feminists. "There's some cracking lines in this series: 'I dream of a time when a woman doesn't have to choose between work and marriage', and everybody laughs. Denise starts to see the absurdity of it, but she says it, she thinks it, and I think that's just a wonderful character to play - that strength."
Although, Denise's costumes certainly play true to type, with Vanderham and her female co-stars spending days on set squeezed into corsets - the much-loathed item of many an actress's wardrobe. But fans of the series' more extravagant costumes will notice its protagonist gets her fair share of fancy dresses this time around...
"That's definitely something that’s been picked up on, that it’s a costume drama and the audience like to see Denise in different costumes. In series one we tried to play the reality of the fact that she didn’t have very much money and in this series we’ve kind of forgotten the reality of it just a touch. So in the last season I think I had three dresses in total and this season, we’ve only done six episodes so far and I have seven already."
It's a far cry from her days of drama school. After winning a role in Sky 1's The Runaway during her final year at the Royal West College of Music and Drama, Vanderham spent a "horrific" nine-month period going to audition after audition and getting nowhere. "I thought, 'I'm never going to work again. That's it. That was my one job and I will just disappear into nothing-ness.' It was a very humbling experience because if I'd got something again straight away, I would have thought, 'this is easy'. It's given me such a work ethic. I've worked a fair amount since and I'm so grateful for that."
She has, indeed, with a burgeoning film career to go alongside her primetime BBC role. What Maisie Knew saw her share scenes with Steve Coogan - "he's more talented than I think he's given credit for" - and film an argument with Julianne Moore, an experience she describes as "terrifying".
"When that scene came to it I was there genuinely trying to pluck up the courage to say my one line and put her down and then she comes barking right back and I just look quietly at the floor."
She says she's keen to make more movies, but what does that mean for her future on The Paradise? Would she sign up for a third series? "I am saying nothing," she says, a smile creeping across her face. "That's a giant no comment."
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Series two of The Paradise begins on Sunday at 8:00pm on BBC1
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