Dean Winters didn’t start his film and TV career until after he turned 30, but he was still told early on that he was too young-looking; “You should take up sailing,” he recalls a well-meaning friend telling him. “You need to beat up your face a little bit.”

Winters didn’t take up sailing. He stuck around New York City—“Walked around in the wintertime, didn’t use moisturizer,” he jokes—and built a career as a slippery, ever-present “that guy.” From one of the brutal inmates of Oz to Carrie’s “fuck buddy” on Sex and the City, he was an emblem of HBO’s bold, TV-redefining early 00s; then, as Liz’s dopey ex, Dennis, on 30 Rock and the grinning personification of mayhem in ads for Allstate, he became the funny guy even your mom recognizes.

Battle Creek, the new CBS drama in which Winters stars opposite Josh Duhamel, falls somewhere between those two. A procedural on a network full of them, tackling cases like maple-syrup heists or hunting down a dog’s nose print at a crime scene, it’s certainly more cuddly and accessible than Oz. But it was also, famously created by Breaking Bad’s Vince Gilligan. As run now by House veteran David Shore, it combines a world-weary sarcastic streak with the familiar beats of the procedural and, perhaps most surprisingly, a deep emotional core that the show has only begun to uncover.

It’s also a first for Winters—a leading role on television. Almost from the beginning of his career, Winters refused to participate in what’s known as “pilot season,” when actors go through a barrage of auditions in hopes of landing on one of dozens of shows gearing up each spring. “I felt like I was just making doughnuts,” Winters remembers. “I felt there was no truth in what I was presenting. And I was like, you know what? If someone wants me, then I’ll go see them. I’m not going to go do this to myself. ”

It was a gamble that worked, including for Battle Creek, which called Winters in over a year ago to meet with Gilligan, Shore, and executive producer Bryan Singer. Even then, he didn’t make it easy on himself. Winters had just impulsively had his hair shaved short because he wanted to feel the snow on his head—we told you he was a New Yorker—and his managers and agents, as he put it, “fucking lost it,” and told Winters he would only land jobs as a prison guard or a Nazi. When he arrived to the meeting, “David Shore looked at me like I had 10 heads”—“It was January, so I was pale . . . I didn’t look good.” But for getting cast as the rough-and-tumble local cop envious of the golden boy F.B.I. agent played by Duhamel, it was perfect.

Winters has played a lot of cops in his career, including two guest-star stints on Law & Order: S.V.U. that spanned a decade, but has never, as he puts it, played the same cop twice. His Battle Creek character, Russ Agnew, is “a local boy trying to make everything good,” frustrated by the nonexistent budget for the Battle Creek police department and the mysterious backstory of newly arrived F.B.I. agent Milt Chamberlain. He’s also, as was highlighted in Sunday’s episode, fostering a crush on office manager Holly (Aubrey Dollar), yet another first for Winters. “It’s been a nice little thing for me,” he says about the tentative on-screen flirtation. “It’s afforded me to kind of let my guard down a little bit as an actor with Aubrey, who’s really easy to fall in love with.”

But the additional demands of leading-man status haven’t all come easy. Winters has refused requests from the networks to live tweet each episode. “If you’re live-tweeting during the show, you’re asking the people to get rid of their suspension of disbelief and now I’m talking to them as Dean Winters while I’m trying to get them to believe in me as Russ Agnew,” he says. “Where’s the fucking mystery in that? I think it’s disrespectful to the craft. For the most part it’s disrespectful to the audience.”

Then there’s the classic culture clash of a New Yorker transplanted to Los Angeles. Winters insists he’s not a New Yorker who hates L.A., but settling in Manhattan Beach—“it’s a real surf-volleyball community” he says, as if respectfully describing an alien colony—and faking a drought-ridden Los Angeles as Battle Creek was much tougher than it looks on-screen. “It’s hard to double L.A. for Michigan,” he says. “If we go back to work—I mean, I’ll make a stink if we don’t go back to Battle Creek for work for at least a couple weeks and shoot some exteriors.”

Winters has earned that cautious “if”—he’s starred in several pilots that went nowhere and in gone-too-soon gems like Terminator: The Sarah Connor Chronicles and Life on Mars. The future of Battle Creek is uncertain—The Cancellation Bear is predicting its demise, despite continued critical praise. Winters insists on the rewards to come in the season’s final episode, titled “Sympathy for the Devil,” which will send the show “on a hard right off the highway. It’s going to go through the mud and people are going to be like, ‘wow.’ ”

But, for now, he waits back home in New York and engages in the city’s many time-honored traditions: celebrating St. Patrick’s Day (we spoke while the famous parade was underway), wearing all black, and complaining about the mayor. “I hate him, I’m sorry,” he says. “I’m a New Yorker. Any guy that eats a slice of pizza with a fork and a knife, changes his name and then doesn’t march in the St. Paddy’s Day Parade . . . I mean, come on.” De Blasio’s participation in the parade was making headlines, but it’s the pizza that Winters sees as the true insult to the city. “I have a friend who brought her boyfriend home to her dad and the boyfriend ate a slice of pizza with a fork and a knife and the dad told his daughter, ‘I will not support this relationship.’ And she dumped him the next day. ”