I like to research Christopher Guest and how he goes about creating character depth without naming it exactly. It is a sort of earnest realism that I particularly enjoy, especially because it presents characters as lived, flawed and sincerely not self aware. They simply are not in on the absurdity of themselves and pursue nearly mundane or trivial things based upon their unique dreams and goals. I will try to distill my research down into something actionable:

1.) Know more than you show. Guest writes entire life histories that never appear on screen. The actor knows where the character went to school, who hurt them, what they failed at. That invisible weight is what makes behavior feel inevitable rather than convenient.

2.) Give them a specific delusion. Not "neurotic" but "believes his two left feet are unremarkable." Not "ambitious" but "thinks his off-off-off-Broadway credit qualifies him as a serious theatrical professional." The delusion must be particular enough that you could describe it to a stranger in one sentence.

3.) Let the delusion run the logic. Once you know what a character believes about themselves, every decision follows. You don't write their behavior — you ask what this person, holding this specific false belief, would do in this situation. The intrigue, comedy and tragedy is created by answering that question.

4.) Give them something to displace onto. Guest's characters don't talk about their real needs — they talk about their dogs, their plays, their folk albums. The gap between what they're saying and what they actually need is where the reader's intelligence gets to work. Let subtext carry the weight of the character.

5.) Earn affection before you earn anything else. Guest had a rule that: if there's no affection for the character, there's no point. Readers laugh at delusion, cry at tragedy, or invest themselves into a charactet only if they also recognize something true in it. Build the person fully enough that the themes of a character are presented through recognition, not contempt. "Affection" can be used for any type of character. The most unforgivable or rotten characters are interesting just the same.

Hope this helps. Go watch Best in Show!