The show casts Prebble and Marshall respectively as Jane, a legal temp, and Linda, a courier-company owner, who both become involved in a murder mystery and end up being amateur sleuths trying to bring down the big guys, aided by Ludlam (playing an accountant named Sonia) and Varma (an IT geek named Ganesh).
They dub themselves the Blue Roses, after Linda's deceased friend Rose, who we first see floating dead in the Viaduct Harbour.
The police think her death was a drunken, accidental drowning but the four oddball characters suspect foul play after realising Rose had uncovered a scheme of high-level fraud happening through the legal practice where she worked.
They might seem an oddly disparate bunch at first but, like all good fictional gangs, they bring out the most entertaining personality elements in each other.
"It's great that Rachel has created four quite kooky, but quite different, Blue Roses. And that makes it fun, too, because you never quite know what Linda's going to do," laughs Ludlam.
Indeed, Marshall's Linda is a straight-shooting, take-no-prisoners tough gal, who is fiercely loyal but headstrong with a penchant for mischief. Meanwhile, Sonia is a tentative woman who loves the freedom she finds with the group, Ganesh is slightly bumbling and reluctant to help at first - but is drawn to these crazy females - while Jane is a caring good girl who wants to right past wrongs, despite her fears.
"They're characters crashing up against each other, which is quite fun," Prebble grins.
"They're definitely an unlikely group of friends who've come together through this one thing that happens, but they're also quite open-minded to each other, which is really nice," Marshall adds.
"And they have the same values," says Prebble.
"Yes, we all burn for justice!" Varma says with relish.
Of course, the characters all have moments of doubt, and disagreements, but they also bolster each other to do things they might not attempt on their own.
"They all put themselves at personal risk in many varied ways, and they're up against odds that are bigger than themselves, but they never back down or falter," says Prebble.
Pinpointing the genre of the series is a trickier task - even the cast find it difficult to categorise.
"It's comedy, drama, thriller, noir," Prebble says with a quizzical look.
And there's definitely a crime-thriller aspect as we all try to figure out whodunit - except there are no cops involved and plenty of Lang-Griffin traditional comedy around the edges to help relieve tension.
"It's strange because when I usually think thriller, I don't think comedy at all," Varma muses.
"It's quite a Kiwi thing, having that weird merge of the two," Marshall adds. "It's something we all do I think, Kiwis anyway. If you are going through a bit of a drama, you might actually be freaking out but your reaction is to crack up laughing, or to say something silly, so I think when that does happen it's not weird, it's relatable. People often do that, lighten up a really hairy moment."
Prebble and Marshall also found their characters pretty relatable, too - more so than their Outrageous Fortune roles.
"Jane is more contained than I am but I do relate to her in lots of ways," Prebble says.
"She's probably the character most similar to me that I've played, actually, which was its own challenge in a way because I'm used to transforming myself, in terms of the way that a character moves and speaks, and the rhythm of their speech, so it was my instinct to want to do that again.
"I had to go through the process of relaxing with the idea that Jane is quite similar to how I am."
Marshall says: "Linda is pretty different, energy-wise, to me. But I can be quite protective of friends and things like that, that's when my feisty side comes out, so I guess we have that in common.
"In her everyday life I think she's a lot heavier than me. More grounded maybe, but my mum told me I've got a stubborn streak that's quite similar, my own way of doing things."
The foursome all did different things to research and prepare for their roles.
Varma hung out with the two guys who work as IT consultants at South Pacific Pictures.
"I spent two days with them and got my head around that world. Because I had an idea in my head about what an IT guy would be like, but then when I actually met them it was so much more valuable because I realised those ideas were a cliche anyway. They were just normal jokers, really - quite funny."
And Prebble's aunty organised for her to talk to a group of PAs from PricewaterhouseCoopers.
"It was really illuminating and very helpful. It demonstrated the length and breadth of the job of a PA and how essential they are to their boss, and how they actually do know about everything.
"A lot of the show's plot is based around who knows what, and intrigue, and how people are interconnected and always watching everyone else, and fact-finding, and that's how it seems to be in real life too, to a certain extent.
"The PAs have to know not only the business world but the personal world of their boss. They're privy to lots of information."
Indeed, it's a show that somehow taps into our childhood fascination with mystery-solving characters such as Nancy Drew, or the Famous Five, but also the notion that ordinary people can help take down the bad guys, too. The stakes are higher than in those youthful stories, and there is a contemporary, topical, adult edge, but ultimately there is a certain glee in watching a mystery being unravelled successfully, and seeing the little guys triumph.
As Varma notes, "It's about ordinary people dealing with 'the man', and that hooks into that 2010 financial crisis and all of the bullshit that went with it.
"The middle class shrinking, rich people making money at others' expense, taking advantage of people, doing fraudulent things. Things that people feel are really unfair and wish they could change."
Who: Antonia Prebble, Siobhan Marshall, Jennifer Ludlam and Raj Varma
What: New show The Blue Rose
Where and when: TV3, Monday February 4, 8.30pm
- TimeOut
