The first time I chatted with Trieste Kelly Dunn, we shot 9mms in Pflugerville, Texas, where she had brought a handful of critics to promote her 2013 South By Southwest release Loves Her Gun. I remember the smooth way she settled her shoulders and emptied a magazine into a paper effigy, aiming for the lower belly with a hard look in her eyes before lying very politely to me about my own marksmanship.

“I’d never shot live rounds before that film shoot,” Dunn tells me a year-and-a-half later, weaponless and sipping ice coffees at a generic cafe in Raleigh. The admission is surprising, not only because of her precision with a handgun but also because you rarely see her onscreen without one. Best known for her role as hot policewoman Siobhan Kelly in Cinemax’s Banshee (a pulpy Amish crime drama from True Blood creator Alan Ball), since our last conversation Dunn has gained prestige both among Cinemax subscribers and film festival attendees. As Siobhan, Dunn is ballsy, loyal and smarter than everyone in the room, but to get the full Dunn effect, her performances in indie films like Aaron Katz’s Cold Weatherand Geoff Marslett’s Loves Her Gun (which ended up bringing home a jury award at South By) are required viewing.

On screen she exhibits a stern self-possession. In person she is beautiful to an almost indecent degree, as a local teenager—surreptitiously taking photos from three feet away—clearly noticed. He’s hardly the only one. Last year, TV & Film Review ranked Dunn 21st on its panting list of “50 Hottest Actresses on TV,” ahead of Jessica Pare, Sofia Vergara, Kristen Bell, and Rashida Jones. If Dunn isn’t yet a capital-N Name, on par with those five, it has something to do with her choosiness: “I’m not interested in being the love interest,” she explains, “not unless it’s some kind of love interest we haven’t seen before.” Instead, she prefers roles that are somewhat tougher. Small wonder that directors remain so eager to put a gun in her hands.

This fall I collected Dunn in a suburb of Raleigh, NC, where she was visiting her grandmother and aunt. (Dunn’s grandmother, beaming, pressed fun-size Snickers bars into our hands as we left.) We drove to the coffeeshop, ordered our Electric Beanz, and spoke at length about the pleasures of stunt-work, finding the right role, and the necessary compromises involved in getting naked before the camera.

PLAYBOY: Your character Siobhan on Banshee is a cop who busts mobsters and kicks a lot of ass. What kind of training did you have for that? Did you learn any tricks at North Carolina School of the Arts where you studied?

DUNN: Yes! It’s a conservatory school, so we had stage combat for four years: unarmed, knife-fighting, rapier and dagger, et cetera. You have to be a Ren-fair nerd a little bit. So Banshee feels just like that—wearing black tights and fighting, without the theater dialogue, and a lot more violent. When you’re rehearsing it feels like a modern dance piece, because it’s a lot of partner work, and the stunt guys are just kinesthetic and aware. They’re like, “Actually hit me. Hit me harder.” The day after one scene when my character inflicted a beating, I was really worried and guilty. I kept texting the actor in question: “I hope you’re OK, I have a lot of bruises, wanted to make sure there’s no post-trauma from this fight.”

PLAYBOY: That’s sort of adorable. So no lasting injuries?

DUNN: Just bruises, but tons of bruises—your neck, your shoulder; the bruises keep coming every week.

PLAYBOY: Do you ever get weird dreams after a long fight scene?

DUNN: When the first season began I kept having gory, bloody dreams where people were trying to kill me. Everybody was having nightmares, but I remember thinking, “Wow, Banshee is leaving brain-scars in my head.” Because you show up on set and there’s, like, four bloody guys and you’re watching a fight all day. I was watching guys breaking each other’s bones, blood flying out, and by the end of the day I just wanted to go home, find a stuffed animal and listen to Joni Mitchell.

PLAYBOY: It’s a big transition to move from shoestring indie like Loves Her Gun and a Cinemax franchise. Was there some culture-shock? Are they intense in different ways?

DUNN: Loves was a really hard shoot, and so improvisational, as you know, and when Banshee came along I first thought, “Oh it’s a TV show, this will all be so smooth.” But doing an action TV show on such a compressed schedule—a show so physical and so full of car chases and explosions—it was grueling. In a good way. But I thought, “wow maybe this tiny, $30,000 micro-budget indie film really prepared me for action TV.”

PLAYBOY: You told me that a few years back one of your TV directors called you “cold.” What was that all about?

DUNN: Over time you hear the same things. Even if I’m auditioning for roles as lawyers, doctors, cops—roles where, on the page, I think “smart, sophisticated, strong woman"—I’m often told I was “too strong and confident” for that role. But I think what that meant was also not “likable”—you know, warmer. On one show, I really wanted to get aggressive for a scene because it involved a lot of conflict and yelling, and the note kept being something like “warm her up” or “be warmer in this.” What is that? The scene was cold; it was bitter. They want to rein in realism and strength. They want to make you likable—which is fine, you want that—but some audiences also like you if you’re truthful.

PLAYBOY: And it’s hard to do that kind of “truthful” on network TV?

DUNN: Well, it’s tough. I worked with Julianna Margulies in this show Canterbury’s Law. She played a lawyer—an aggressive woman representing criminals, making money, sexually assertive, rude to the staff, et cetera. And she was just eating the show, and some people didn’t feel comfortable watching it. Now look: Julianna is on The Good Wife, you know? I think it was interesting that our show could have been called The Bad Wife. There were other reasons Canterbury went off the air, but I think the juxtaposition there is interesting.

PLAYBOY: Basically you have greater scope on premium cable and in indie film.

DUNN: Oh yes. You’re not gonna get the dimension out of network-type shows that you’re gonna get out of premium cable shows. Look, I love some of these shows. I love Modern Family, and a lot of network comedies can be good. But if your jam is to play the intense, tough chick, then maybe what you get to do on network television is a little less interesting than what you get to do on premium cable. HBO always ran my favorite shows, for as long as I’ve been watching television.

PLAYBOY: And HBO/Cinemax gives you more financial freedom to continue doing indies.

DUNN: Totally. I’ve got more financial stability—unless I get fired. [laughs] I don’t need to get another TV show right away; I can be a little choosy now in some ways.

PLAYBOY: That world involves, well, some nudity now and then, right?

DUNN: Well, let’s say premium cable comes at a price because, yes, you’re getting naked for the obvious reasons, the obvious expectation, because [Banshee] isn’t real, because we’re in this kind of fantasy universe, because it’s action. The genre in and of itself is sort of misogynist to begin with.

PLAYBOY: The guys do get a lot of tail on premium cable.

DUNN: Yes! And really female nudity counts three times as much. With female nudity you have breasts, you have nipples, you have butt cracks; male nudity isn’t the same ballgame. When I’m doing this, in a way it makes me feel like I’m in the 1950s and required to wear a skirt to the office, or to get coffee for my boss. I played sports growing up and have always been a tomboy. If a script says “so-and-so fucks her with animal savagery,” my response will be, “I’m not doing that; I’m not going to be fucked with animal savagery.”

PLAYBOY: And now you’re looking for a new indie project, right?

DUNN: I feel like indie film is the only place you get to be the lead of the film and it doesn’t have to be about boys all the time, it can be something else. And so I’m looking for stuff to do like that. I’ve done so many tiny films, it’d be nice to do a different scale of indie. That’d be nice. Would I take a film again where we’re sleeping on air mattresses and eating stale crackers? Fuck yeah. Of course I’d do it if the film were right.

Banshee began its third season on January 9. DVDs for the second season hit shelves on December 31.