Despite the film premiering at the Glasgow Film Festival in February 2018 and receiving a Stateside release last December, it's yet to be screened in UK cinemas.
But that changes on 1 December, when the film - inspired by Gillan's home town of Inverness and the high suicide rate in the Highlands - will finally be screened across Scotland.
It's the sort of leftfield directorial debut that attempts to make an entertaining watch of some tricky material.
Here's everything you need to know about it:
What is The Party's Just Beginning about?
A comedy drama, The Party's Just Beginning tells the story of Liusaidh (Gillan), a young Scottish woman living with her parents in the Scottish Highlands.
She works in a supermarket, and numbed by the suicide of her best friend, her parents’ moribund marriage and her own existential ennui, she develops an addiction to casual, often brutal, sex with strangers.
Gillan puts a peculiar Scottish spin on the drama by having her character stuff her face with chips after every back-alley or pub-toilet encounter, but one such fling with a visitor to the town results in several chance occurrences.
She spots the stranger she's been casually sleeping with about to jump from the same bridge her best friend did many years ago, and manages to talk him down, beginning a tale of interwoven yet separate life narratives.
Who else is in it?
While Gillan is no doubt the star of the show, having also wrote the film, there is a noteworthy cast of talented actors around her.
American actor Lee Pace - who starred as Thranduil the Elvenking in The Hobbit trilogy as well as television drama Halt and Catch Fire - plays Dale, the stranger Gillan's character manages to talk down from the bridge.
English actor Matthew Beard - best known for his role in 2007's And When Did You Last See Your Father? - plays Alistair, Liusaidh's best friend whose suicide continues to haunt the lead, and who we meet through flashback.
Paul Higgins (The Thick of It, Line of Duty) is Liusaidh's dad, while Siobhan Redmond (Doctor Who) plays her mother and Jamie Quinn (Still Game, Two Doors Down) plays a character called Ben.
Where was it shot?
The film was shot on location in Scotland in Glasgow and Inverness itself, an experience that Gillan described as "amazing".
Speaking to The Scotsman, she said: “Frankly, everything should be shot here, that’s what I think.”
“It’s amazing to make films in this country because we have such amazing crew members. People are really, really good at their jobs. We have amazing locations."
“I think people could become more aware of Scotland as a destination for movie-making.”
Is it any good?
At the time of writing, The Party's Just Beginning holds an impressive 75% approval rating on review aggregation site Rotten Tomatoes.
"Gillan's superpower as a writer and performer might actually be comedy," said Cath Clarks of The Guardian, adding: "always a compelling screen presence, she's now a film-maker to watch."
Kate Erbland from indieWire said the film folds "situations into each other with an ease that brushes past any initial audience confusion," while Glenn Kinney of the New York Times says Gillan plays "her messy, mournful role" with" unfussy integrity".
Our own review was a little less convinced, saying the film "blunts any edginess with random moments of Brit-com naffness, contrived plotting, underdeveloped supporting characters and an over-reliance on arthouse cliches."
When can I see it?
The Party's Just Beginning opens in UK cinemas on 1 December.