Drawing upon ongoing research exploring lived experiences of sensory overload, meltdown, and shutdown in autism as a framework, this article reflects on the challenges and benefits of employing participatory methods in doctoral research. In particular, the process of establishing and working with a Research Advisory Group to co-create a multi-stage research project is evaluated and reflected upon. Applying participatory approaches such as this to doctoral research elicits practical challenges beyond those associated with either participatory research or doctoral study alone. In particular, strategic project planning and time management is vital, given the often labour-intensive and time-consuming nature of participatory methods and the time constraints of doctoral research. Similarly, questions around collaborative design and co-creation must be addressed when balancing participatory engagement with the assessment-based requirements of doctoral study. Additional challenges also arise when considering the more specific application of participatory methods to research with marginalised or vulnerable groups, including the need to consciously and critically evaluate researcher positionality, as well as questions of how to meaningfully 'give voice' to communities while still producing high-quality and feasible academic research. However, despite these challenges, the benefits of employing participatory approaches within health and social care doctoral research cannot be overstated, given the capacity for such research to engage with, and respond to, community needs, while promoting positive real-world impact. As such, this article concludes by presenting reflective suggestions for how the use of participatory approaches might be further encouraged and facilitated within the context of PhD research.