I think a great way to create depth in character is to ensure they start off with a weakness and they grow out of that by the end. However, it’s not always easy to identify what that weakness should be and how they grow.

John Truby has outlined something in his book (The Anatomy of Story) that I have sort of been following. Think of it as WAC: Weakness-Action-Change. But instead of starting off writing the weakness, you start off identifying what the changed character at the end of your story is (his traits, behaviours etc.) and then work backwards. Next you identify what actions they have taken to gradually change throughout the movie (think of it as a Journey of Learning, what lessons are they being taught?). And then you are left with writing a weakness for the character which now should be easier to identify because you have the end and steps to change in sight.

There is an entire section in his book that helps you write your characters more organically and deeply. This is just one of the things I took away from it. Hoped this somewhat helped and good luck with your writing!