Colette is my hero

Here's why. This is from the introduction to Colette's book My Mother's House and Sido, by Judith Thurman:

[Writing] was not, however, the only bridge to liberation. Colette had perceived, precociously, that the beauty of a woman's muscles is identical with their purpose, which is self-support. By 1902, she had installed a private gymnasium, with a trapeze and parallel bars in the studio upstairs from the luxurious conjugal apartment on the rue de Courcelles that Willy [her husband] had financed with her earnings.

A woman writer athlete! I'd like to know more about women who were writers and intellectuals and also were athletic, especially women from earlier periods when it was more complicated for a woman to be athletic than it is now. One of the things I admire about Mary Wollstonecraft was her insistence that women exercise and gain physical strength at the same time they worked their intellectual muscles. I also admire Dorothy Wordsworth for her amazing feats of walking. Does anyone know of more examples?

Here's another reason to admire Colette. Again, according to Judith Thurman:

Colette was a pagan whose life and appetites were Olympian in their vitality, as was her oeuvre. She published nearly eighty volumes of fiction, memoir, drama, essays, criticism, and reportage, among them perhaps a dozen masterpieces.

A woman writer athlete who's also a pagan? I simply must learn more.

Here, perhaps, is a clue to what makes Colette so unconventional. This quotation from Thurman is about Colette's mother, whom Colette calls Sido:

Sido called marriage, only half-ironically, a "heinous crime," and would rejoice in Colette's liaison from 1905-1911 with a cultivated and melancholy lesbian tranvestite, the Marquise de Morny, largely because "Missy's" generosity and solicitude were so wholesome for Colette's fiction. Nor was Sido's "precious jewel," childless until forty, ever encouraged by her mother to procreate.

Does anyone know if Thurman's biography of Colette is the best available, or are there other better ones?