Willcox played Calamity Jane at the Shaftesbury Theatre and was a guest vocalist in the anniversary concert of The Rocky Horror Show at the Royal Court Theatre. She had many television roles, including series such as Quatermass (1979) and Minder. She starred opposite Laurence Olivier in The Ebony Tower (1984) and opposite the Who's Roger Daltrey in Murder: Ultimate Grounds for Divorce (1984). She also appeared on Kavanagh QC and Secret Diary of a Call Girl. During the late 1980s and 1990s, Willcox forged ahead with a career as a stage performer. Notable credits include Trafford Tanzi (at the Mermaid Theatre, leading role), Cabaret (Sally Bowles), Three Men on a Horse (winner of an Laurence Olivier Awards for Best New Comedy), and the UK tour of Arthur Smith's Live Bed Show. In 1990, she played Costanza in the national tour of Amadeus.
