This story appears in the April 2016 issue of Playboy. Subscribe

You and I worked together on The Deuce, which involved me getting partially naked. You came to me and were very specific about what you were thinking for the scene. What if I had said no?
You have to approach sex scenes like an action shoot. You have to be matter-of-fact, almost mathematical. As soon as you start being weird about it, everyone starts acting weird. We knew exactly what we were going to do and how we were going to approach it. There were a lot of discussions beforehand with the actresses as well. I don’t believe in gratuitous sex or violence. If it serves the story, great. But I don’t want to kill someone just because it’s a cool, violent shot. In this particular story, nudity is important. It’s also important to be real. I’ve done a lot of sex scenes. I’ve done Game of Thrones. [laughs]

You also directed a bear in Game of Thrones.
The trainer came on the set and said to the crew, “Okay, there’s no food on set, there are no angry voices, there’s no yelling, and everybody has to participate.” We said, “What does that mean?” He said, “Every time the bear does something right, the whole crew has to clap and cheer.” So every time he did something right, we would all go, “Good boy, Bart!” It made him really happy. It was great. We were shooting the second day and were almost done, but we needed one key shot. It was January or February, which is hibernation season for bears, and Bart decided he was done. He turned around and started toward his trailer. We needed the shot, so we started going, “Come on, Bart! You can do it!” And I swear to God, like a diva, he stopped, slowly turned around and looked at us as if to say, “Oh, all right.” Then he sauntered back to the set and did the shot.

You got your start on The X-Files with Vince Gilligan. How did you join him on Breaking Bad?
After The X-Files, I had one credit to my name. I would get jobs directing, but it was here and there. It was tough. I had to produce to support my directing habit. Vince and I are friends. He called me up and said, “Michelle, will you help produce this pilot with me called Breaking Bad?” He pitched the story to me, and I said, “You are the only person I know in Hollywood who could sell a story about a high school teacher dying and selling drugs.”

Were you really responsible for the most expensive episode of Breaking Bad?
No, that is so not true! [laughs] I was directing an episode called “Four Days Out.” I got the script and thought, Oh my God, they want this to be a bottle episode. A bottle episode is one that has very few actors in it, and it’s usually shot in one location. The idea is to save money. I remember thinking, Goddamn it, I’m doing a bottle episode. I didn’t know how lucky I was to do an episode with Bryan Cranston and Aaron Paul stuck in an RV. So I said to them, “I know you want this to be a bottle episode and you want to shoot the whole scene onstage in an RV, but what’s outside the window? What are the guys seeing when they go outside?” I got them to shoot part of it in the desert and part of it onstage, and it evolved into a visually awesome episode. Since it started off as a bottle episode, it did end up costing more money than they thought it would. So Vince told the story in an interview that it was the most expensive Breaking Bad episode, which is so not true. I busted Vince about it, and he was like, “I know, I’m sorry.” Now I’m going to tell him this happened.

Is it true Jesse Pinkman was going to be killed off?
Originally, Vince was going to kill Jesse. I think after the pilot, he went, “This guy’s great.” But I also know that he credits the writers’ strike with a lot of the show’s success. There was a long hiatus because of the strike, and during that time Vince changed his mind about some things. When he came back, the show went in a different direction. But yes, Jesse was going to be killed off.

The Deuce is set in New York City’s Times Square in the 1970s, a very particular time and place. There are a lot of female prostitutes in the story who are not treated so well. How do you deal with subject matter like that?
It was a very sexist time. That’s a good question, because when I read the script, I thought, Can I do this? David Simon is really great about writing stories that are controversial and attack an issue head-on. This story is a part of our history that is very real and true. When I wrapped my head around it like that, I realized it’s important to tell these stories and show where we evolved from. It’s interesting: Some of the moments are empowering for women in an unexpected way.