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"I feel like I am on the right track," Connor, 21, told PEOPLE Wednesday at Monica Moss's debut fashion show benefiting St. Jude Children's Research Center. "I am just blessed to be here. I am very lucky right now."
Wearing her "new favorite accessory" – a gold Marc Jacobs coat – she revealed her pre-runway diet: "I ate a huge cheeseburger."
On Sunday morning, Connor modeled in the Tadashi show, and called her catwalk debut "a lot of fun."
"You get a chance to completely get in a character," she said. "You have the glitzed-out makeup, funky hair, and it's very different but it's very fun."
Conner, who last week told PEOPLE she was an alcoholic who had also tried cocaine, nearly lost her crown in December following allegations of hard partying – but she recently completed 31 days in a Pennsylvania rehab facility as part of a "second chance" offered by Miss Universe co-owner Donald Trump.
The Kentucky native says she plans to make the most of her last two months as Miss USA (she'll crown her successor in Los Angeles on March 23).
"I am embracing every single day that I can and I want to take it for all that it's worth and get all that I think I can get out of it," Connor told PEOPLE. "I mean, when it's time for the new girl, it's time for the new girl and time for me to move on."
