For O’Connor I would suggest her stories A Good Man Is Hard to Find and Good Country People to start with. If you like those, you’ll enjoy the rest of her work.
Tennessee Williams, obviously give Streetcar Named Desire a read but The Glass Menagerie is his best work I think.
Faulkner is an acquired taste, I get it. But if you ever decide to give him another try, The Sound and the Fury is amazing. Turn of the Screw is a bit dense to get into, but if you want a history of where gothic fiction really took off it’s an interesting curiosity.
One I forgot to mention as far as Southern Gothuc goes is V.C Andrews.