If you have a small amount of research to do along with the writing, such as updating some data, or follow-up interviews for a specific chapter, you can include this in your proposal. It should last no more than a quarter of the total fellowship period requested, and it should not significantly alter the shape of your proposal. You should be clear as to why this research component is necessary and what it entails, as well as what clarifying what research is already completed. Some applicants are declined because it appears that they have too much unfinished research and they should have applied for the Post-Ph.D Research Grant. You cannot apply for both grants simultaneously.