Bill Hader on the very real violence in his new Sky Atlantic comedy Barry

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In an early episode, a couple of Chechen gangsters torture one of Barry’s colleagues by filing down his teeth with a giant metal file as he screams in anguish. Once they relent, he spits out a a white-ish mush of grated teeth.

While that sounds sufficiently brutal, Hader – who writes, directs and stars as the titular assassin – wanted to take it a step further but decided against it as the actor in question was becoming uncomfortable.

“What I had planned for shooting that was much more graphic – like a shot inside his mouth, a file going against his teeth and all this stuff,” he says. “[But] the actor could only have that thing in his mouth for so long, he started gagging on it, so…”

The scene sums up the show’s dynamic pretty aptly – you have the absurd set-up (the Chechen mobster is required to keep his gang violence quiet because of his family next door) which then gives way to alarming brutality that introduces a level of jeopardy totally uncommon with the traditional half-hour comedy.

“It’s definitely not for a laugh,” says Hader. “If any comedy comes out of that scene it comes out of the emotion of the situation where the Chechen gangster wants to run his business but he also wants to have a family life, and it’s hard to torture a guy in your garage when your kid is having a sleepover. But the actual torture couldn’t be funny.”

So, while Barry is often very funny, it is closer, in a narrative sense, to dramas like Breaking Bad and The Sopranos (he cites the former as an influence) than HBO's flagship comedy, Curb Your Enthusiasm. A bit of a change of pace, then, for Hader, who spent eight years on the USA’s beloved sketch comedy show SNL, rolling out hilarious and nuanced celebrity impressions and bizarre original characters on live TV on a weekly basis.

His stint on the show helped him become a household name, and introduced him to his frequent collaborators Seth Meyers, Fred Armisen and Kristen Wiig (with whom he made his dramatic debut in the heartbreaking 2014 dramedy The Skeleton Twins), but he had no qualms about departing in 2013, despite having no set plan in place.

“SNL for me, personally, was very stressful just because of the live aspect of it,” he recalls of the show where he cut his teeth. “You’re going in with material that you’re not really [sure about] – but their attitude is they just kind of throw you in the pool, and you've just got to not drown, you know.”

He adds: “The whole kind of, ‘wait, who am I playing? Is it even funny? Ah it doesn’t matter, we’re going on in front of the nation in about five minutes’” – I didn’t like that.”

Roles in comedy films such as Amy Schumer's Trainwreck, Inside Out and Maggie's Plan followed – but Hader had greater ambitions, and a development deal was struck up with HBO, giving him free reign to work on an idea for a series. In a rather shrewd move, he partnered with Alec Berg, a writer and producer from Seinfeld, Curb Your Enthusiasm and Silicon Valley.

Hader says while the initial ideas he and Berg tossed around were very "low stakes", that he was driven by the desire to create "a character that went on some sort of an emotional journey".

"I don't watch a lot of television, but I had gotten pretty hooked on Breaking Bad so I was like, I should have the narrative kind of propulsion of like a Breaking Bad, and certain comic books, like DC's Vertigo, that just keep you really engaged."

Barry, the socially awkward, depressive Afghanistan War veteran, was the result of numerous brainstorming sessions with Berg. He represents one of the most textured characters Hader has taken on in his career to date. And, surprisingly, he is more or less the straight man, relying on the brilliance of supporting players such as Henry "the Fonz" Winkler, The Good Place's D'Arcy Carden and newcomer Sarah Goldberg, who plays Barry's love interest.

Once the idea for the central character was in place, Hader assembled an impressive team of writers which includes Sarah Solemani, the British actress known for her starring role in BBC3 comedy Him & Her, who made the move to Hollywood on the back of securing a position in the writer's room.

"I Skyped with her when she was in the UK and I remember her saying 'I’m going to move my family to Los Angeles for this job' – and I remember feeling very nervous about that. I was like, 'oh gosh I hope you know other people here because this thing might not be good. I mean, I'm excited about it, but I hope it's worth it!'"

Unfortunately, Hader confirmed that Solemani will not be returning to help him plan season two (the series was picked up for a second run following its initial outing on HBO in the US; they are a month into the writing process) as she is working on a show of her own.

Hader himself is likely to be spread pretty thin as production progresses on Barry's second season: rumours have been swirling that he is set to join Jessica Chastain in the sequel to last year's barnstorming horror blockbuster It. He confirmed to RadioTimes.com that he is very keen to take on the role, and joked that he would do so just to appease Stranger Things' Finn Wolfhard, who starred in the first film.

" I hope it happens – they’re in negotiations right now," he says. "I met with Andrew Muschietti, the director, and we really got along. I'm a massive Stephen King fan and loved the first movie, so when they asked – because apparently Finn, who played Richie in the original movie, said he’d love it if I played the adult Richie – I was like, 'well I don’t want to let Finn down'.

"But no, I'm a big fan of the movie and I thought Andy did a great job. We had a great lunch and it was just – 'oh man, let’s do this'."

For now, however, the actor is relishing his time as a showrunner on Barry, having finally achieved his ambition of helming a project of his very own.

"I've really enjoyed the process [of creating Barry from scratch]. Before I was an actor or doing comedy, my whole goal was to be a filmmaker. And so it was nice to get a super-long circuitous way to get there through doing SNL and being in a bunch of movies and comedies. I finally got to that place and that was nice."

Barry airs on Sky Atlantic at 10.30pm on Thursdays