This article focuses on cyber security threats from IoT-enabled energy smart appliances (ESAs) such as smart heat pumps, electric vehicle chargers, etc., to power grid operations. It presents an in-depth analysis of the demand side threats, including (i) an overview of the vulnerabilities in ESAs and the wider risk from the demand-side response (DSR) ecosystem, (ii) key factors influencing the attack impact on power grid operations, (iii) measures to improve the cyber-physical resilience of power grids, putting them in the context of ongoing efforts from the industry and regulatory bodies worldwide.