The involvement of young people in the planning of research continues to be rare, particularly for young people from culturally and linguistically diverse communities. This paper describes our experience in establishing a Youth Research Advisory Group (YRAG) in South West Sydney (SWS), including barriers and successful strategies. One hundred and fifteen students between school Years 7 and 12 (ages 11–18) took part in at least one of five sessions between 2019 and 2021. In total, we carried out 26 YRAG sessions, with between five and 30 students in each. Sessions focused on mapping the health priorities of the participants and co-developing research project proposals related to their health priorities. Our work with students revealed that their main areas of concern were mental health and stress. This led to material changes in our research strategy, to include “Mental Health” as a new research stream and co-develop new mental health-related projects with the students. Important strategies that enabled our research included maintaining flexibility to work seamlessly with organisational and individual preferences, and ensuring our processes were directed by the schools and—most importantly—the students themselves. Strategies such as maintaining an informal context, responding rapidly to student preference, and regularly renegotiating access enabled us to engage with the students to deepen our understanding of their experiences.