So when the Humpday director was asked to helm an episode of Mad Men, a television show planned and plotted to the last detail of the last cuff link on one of the Madison Ave advertising titans, she wondered if it would be a good fit.
"It turns out the skill set is very similar," she says. "I didn't know there would be any relation but I make my films so quickly and they have very little time to shoot a very ambitious script."
Shelton is still working on a term for the way she works. "The Shelton Method?" she ventures with a laugh when I ask if there's a name for it. We are speaking in Glasgow on the night her new film, Your Sister's Sister, opens the city's film festival to acclaim. Whatever her MO, the Glasgow audience think it's more than A-OK. The picture goes on general release next week.
Set in Washington State, Your Sister's Sister is a story of best friends Jack and Iris (Emily Blunt and Mark Duplass) who turn up for a break at her family's holiday cottage only to find her half-sister Hannah (Rosemarie DeWitt) is already there. The air thick with sibling rivalry and thirtysomething blues, an interesting time is had by all.
Your Sister's Sister is Shelton's first film to feature a name big enough for the posters to shout about. Blunt, the British star of The Adjustment Bureau, The Five Year Engagement [out this week], and The Devil Wears Prada, was on Shelton's wish list from the start.
"It was sort of a secret dream of mine that some veteran actors who are used to working on bigger productions would see Humpday and find out about the process and be intrigued by it, by the intimacy of it, how different it would be. Luckily, Emily's agent is a big fan of Humpday, he pitched the project for me basically.
"She and I spoke, I explained to her what the process was like, how it is sort of like summer camp, so collaborative and intimate on set."
Shelton hails from a long line of directors, from Cassavetes to Altman, who use a lot of improvisation. Her unique selling point in this line-up, she feels, is that she is also "a total actor geek". It helps that she used to be one.
She didn't go to film school, instead arriving at directing via acting, editing, painting and photography. When she came to direct her first feature, We Go Way Back, she found the atmosphere on set too intense for her taste and felt it didn't get the best out of the actors. Things would be different on her second film, My Effortless Brilliance.
"I just wanted to see what would happen if you ejected all the lighting equipment and 90% of the bodies and it was really just me and the camera, another camera operator and then the sound guy. That was all we had on set with the actors. I wanted it to be fly on the wall and almost feel like a documentary."
Her next film, Humpday, a male buddy movie with a difference (the buddies in question resolve to make an arty sex film) established Shelton as a member of what came to be dubbed the "mumblecore" movement. Together with Joe Swanberg (Hannah Takes the Stairs), Mark and Jay Duplass (The Puffy Chair), and Andrew Bujalski (Mutual Appreciation), Shelton became known for making micro budget, naturalistic films that relied heavily on improvisation.
Though it was seen at the start as an arthouse style that would go no further than the film festival circuit, mumblecore has proven to be surprisingly resilient. Chances are that if you go to see an American comedy drama today that's gabby and freewheeling, the cast or crew were influenced by the mumblecore crowd working in the early noughties. The Duplass brothers' last film, for example, was the 2010 comedy drama Cyrus, with John C Reilly, Jonah Hill and Marisa Tomei. And now there's Shelton, entering both multiplexes and arthouse cinemas with Your Sister's Sister.
Shelton admits to having "mixed feelings" about the mumblecore label. "At the time, they were such tiny movies that it was really great just to have any attention given to us. As a group we were being given attention – fantastic. Nobody is going to be down on that. But it's not a very attractive sounding [label]. It sounds sort of dismissive and belittling, there is a little bit of the cringe factor just at the mere sound of it."
It also fails to take account of the fact they have all moved on and are now trying different things. But what the group always had in common, she says, was that "none of us have had to wait to be given permission to make a movie". They simply went out and did it, without the fuss and expense that accompanies bigger budget movies.
"I'm in that process now with films in development on a bigger scale. All the pieces that have to come together in order for a multi-million-dollar project to happen, it can be a little bit exhausting.
"I'm used to just saying, 'Hey, I'm making a movie in October, buddies, do you want to come help me?' Then everyone shows up and we make the movie."
Her award-winning record at film festivals led eventually to the offer to direct an episode of Mad Men, where she found her editing skills particularly useful.
"It really helps me on set to know exactly what I need and when I have it, so I know when to move on. It turned out to be a good fit even though it maybe seemed a strange choice."
Used to being a writer-director-everything, it was sheer luxury to deal with a finished script.
"Working with a script was like oh my god, you mean we don't have to be writing on set? I didn't realise how stressful it was to write on set."
Now in her forties, it took Shelton a relatively long time to find her perfect fit in films as a director.
"It's the only way it could have happened for me," she says when I ask if the wait was a good thing.
"I just didn't have the confidence. I needed to be mature as a human being and as a woman. I feel I might have had more confidence if I had been a guy, although I see lots of young women these days who are directing.
"I sometimes wonder how many films I would have made by now if I had started in my twenties. But then I feel that every thing I've done before, from being an actor in the theatre to going to photography school to being an experimental film-maker and editor, all of that stuff is completely useful to me now and it's made me the director that I am."
Your Sister's Sister opens in cinemas next Friday, June 29