Gavin Mitchell's revelation would have made his Boaby the Barman character in Still Game spill his pint: it seems the actor can't walk past an art shop without buying paint and canvas, brushes, sketch pad and pencils.

Mitchell took the new art kit along on his recent English theatre tour with a comedy cut-down version of Casablanca. But in four months he never picked up so much as a pencil. "Why?" he says in reply to the obvious. "It's partly a fear of revisiting the past" – more of which later – "but mostly because I don't have the belief I'll draw anything of any value."

What's ironic is that Mitchell is a competition-winning artist who was headed for art college at one time until life got in the way. However, the sketch pad story highlights a key element in his character; he really has to get things absolutely right. And that obsessiveness has probably benefited his acting career. Fear of dying on stage means he researches a role to, well, the death. He picks away to find nuance and wants desperately to please an audience by offering something different.

When he took on the Casablanca role, for example, he read all he could about Humphrey Bogart – to the point, he admits, of fixation.

"I discovered Bogie had an accident and suffered a splinter in his top gum, which froze his lip and resulted in the schlight speech impediment," he explains. "So that helped me get the voice close. Then I trained my eyebrows to stay raised during the show."

What? Trained eyebrows? He demonstrates, and suddenly Bogart is in the room.

"The lifting caused me to have intense headaches and I had to take pills. But my head got better. Then I had to learn the gun tricks [he also plays a stunt man in the show] and now I can spin a Colt with the best of them."

Mitchell put the same intensity into his vocal performance in playing "the alcoholic, manic depressive" Egg in Pass The Spoon, David Shrigley's surreal opera. And right now the actor is working himself into a light lather over his Ugly Sister in Cinderella at the King's Theatre in Glasgow (he plays Pixie to Gordon Cooper's Peaches). While you'd assume he'd simply put on a frock and some frightening make-up, the actor doesn't stop there. "I feel I need to do something different with my Pixie," he says, smiling. "I'm working on making her perhaps a bit flirty or a bit thick. But I love the challenge of creating a new creature."

A classic case of the actor desperate to play anyone but himself? Oh, yes it is. Mitchell's childhood is Angela's Ashes set in Coatbridge. His parents divorced and his mother remarried, but one day she "went out for a pint of milk and never came back". Mitchell's stepdad died when young Gavin was 12 and his biological dad soon after. The youngster won a last-minute reprieve from life in a care home.

Bright at school, Mitchell dreamed of art college, but never had the confidence to apply. He suffered a nervous breakdown, no doubt connected to the loss of his childhood – and opportunity. On recovering, he worked as a scene painter at the Citizens Theatre, where he was egged on by a friend to volunteer as an extra. And Mitchell loved this world in which he could become different people.

"It's been awkward for partners," he says, smiling. "They wonder who I'm going to be today. Bogie? A woman?" He adds, in more serious voice, "I remember seeing a therapist years ago and he said 'Don't you find it interesting you're happier when you're playing other people?' At the time I thought he was talking nonsense, but years later I realised there's a truth to it."

Mitchell argues for the value of escape in all our lives, whether it's role play or having fun with kids. Acting, he says, really is therapy; balm for the troubled soul. Except when it's too close to home. Literally. He recently pulled out of an Oran Mor play, Peter MacDougall's The Brothers' Keeper. "When I read the script it was all too close to family memories," he admits. "The character suffered from loneliness. It was too overwhelming. I just couldn't deal with it."

Mitchell still suffers bouts of depression. "I don't hide the fact," he says. "It's there, but it's never been as bad as the first time. What's helped me through it is finding out you're not alone, which is part of the problem with an illness like that. You can't communicate. You think no-one else can understand. To open yourself up to others and talk about it is really important."

While becoming other people can provide escape, there's a danger of over-absorption.

"I remember 10 years ago playing Casanova on stage and the girl I was going out with at the time said it was like living with Casanova. I don't mean I became sex-crazed, but I did become obsessed with the role and the man, and to a certain extent I still am – this romantic creature who reinvented himself in so many worlds, a priest, a surgeon, a lawyer..." Another chameleon? "Yes," he says with a shrug of recognition.

Mitchell's earliest projections of fantasy thoughts came about while watching films with his cinema projectionist dad. But the actor doesn't simply want to become different people; he has to make them as real as possible, give them tics, mannerisms, glints. A renowned TV critic once wrote that Stanley Baxter didn't just do straight impersonations or caricatures; he was far cleverer than that. What Baxter did was take the essence of a real character and slightly heighten it. Those who've watched Gavin Mitchell perform over the years reckon the actor has much of the Baxter about him.

His Still Game stint as cynical Boaby was never allowed to be more than a foil to the wit of Ford Kiernan and Greg Hemphill's characters, of course. But those who recall his sublime Jagger, performed back in Pulp Video television sketch show days, or his Elvis creation in Lee Hall's Cooking With Elvis (he played a paraplegic Elvis impersonator) will confirm Mitchell has a special talent. Indeed, he landed the Bogart role after director Morag Fullarton heard him having fun one night with his Liza Minnelli voice.

The actor also runs the range of exotics and madmen with a fleetness of foot, revealed in his bonkers radio DJ in the Tutti Frutti stage revival, a psychopath in The Infamous Brothers Davenport, and indeed in upcoming movie Sawney: Flesh Of Man, in which he plays a delicious inbred cannibal. Yet while you'd assume someone who's never too far away from life's dark shadows would prefer the light of comedy, that ain't necessarily so.

"People say comedy is hard to play, but not so much for me," he says, smiling, without a trace of arrogance. "I sort of know what I'm doing with that. I've got a bag of tricks I can call on. And, for the moment, I like the challenge of darkness, playing alcoholic Eggs or the psychos."

Is it facing the demons? "I'm not sure," he says. "Perhaps it's just something different."

Yet panto is pure comedy. Or is it?

"Mmm," he says, musing. "It can be a bit serious at times." So will Pixie will be a bit dark? "Not too dark," he laughs. "I relished playing my first Abanazar at the King's but by all accounts it was a bit scary. In fact, some of the kids in the audience had to be taken out of the auditorium." And, performing a remarkably effective school-teachery voice, he adds, "We have to remember panto is essentially for weans."

Gavin Mitchell is now working in "the best panto theatre in the world". But, at 47, does he feel he has arrived? "Not at all," he says. "I'm incredibly happy to be joining the list of greats who've played Dame at the King's. But I still want to get better. I still strive to be as good as Kell [the late Gerard Kelly, his close friend, whose loss still weighs heavily]."

The new sketch pad may sit in Mitchell's panto dressing room unopened, next to his make-up box. But there's a guarantee his latest character will be drawn to perfection.

Cinderella is at the King's Theatre, Glasgow, November 30 to January 6. For tickets see www.atgtickets.com/shows/cinderella/kings-theatre/