ARCHIE Panjabi would be the first to admit that her time filming BBC Scotland drama Shetland was not without peril.

"Let's just say that all of the zips on my jeans have gone," the New York-based actor says, smiling. "I have spent time in Shetland, Edinburgh and Glasgow. The food is so delicious and moreish that my skinny jeans are no longer skinny, they're …" She mimics an explosion.

Having sampled the haggis ("I finally tried that and loved it"), Archie still hopes to tick a deep-fried Mars bar off her culinary bucket list before hopping on a plane home to New York (apologising for it being "such a touristy thing" to do).

Archie, 43, appears in the current, third series of Shetland, starring alongside leading man Douglas Henshall who plays brooding Detective Inspector Jimmy Perez. The programme is based on the murder mystery books by Ann Cleeves.

At this stage, we should be doing the obligatory dissection of her role, but Archie can't say much about the "unfortunate situation" her character faces for fear of dropping a major spoiler.

Following her first, fleeting appearance in last Friday's opening episode, viewers can expect to see more of her character in the weeks to come. So, that's your lot for now.

Archie does, however, have plenty to say about her debut visit to Shetland and being reunited on screen with Glasgow-born Douglas, with whom she worked on the 2007 Italian film, Flying Lessons.

"I knew that not only is he a brilliant actor, but he's also very caring and a real collaborator," she says. "The scripts were great and with him on board as well, I knew it would be an interesting and fun project."

This isn't her first time filming in Scotland: Archie starred in Bafta-award-winning BBC paranormal drama Sea Of Souls – set in a fictional Glasgow university – back in 2003.

"I was here for three months and fell in love with the place, so when I knew I was coming back to Scotland I was ecstatic," she says.

Having left hit US legal drama, The Good Wife, after six years last spring, the London-born actor is looking forward to tackling new roles. Indeed, on the day she wrapped filming her final The Good Wife episode, Archie headed straight for Scotland.

Warm, gentle and softly spoken, Archie's real-life demeanour contrasts starkly to her former on-screen persona as no-nonsense, straight-talking private investigator Kalinda Sharma in The Good Wife.

The enigmatic Sharma garnered a cult following for her whip-sharp brilliance, extensive leather jacket collection and that ever-present orange notebook containing carefully penned notes on where all the bodies are buried.

Film studies students at Harvard University have even written essays analysing Sharma's personality.

Archie is reported as saying that she knew it was time to hang up her character's famed knee-high stiletto boots when Sharma's unabashedly upfront sexuality began to creep into other roles, not least during a pivotal kissing scene with Gillian Anderson on BBC drama The Fall.

"That was said tongue-in-cheek," laughs Archie when the topic is raised. "I get on extremely well with Gillian and we had so much fun. In that scene, on one take, I just went for it …" she says, mimicking cupping her hands around Anderson's face and pulling her in for the kiss.

"The director [Allan Cubitt] said: 'No, no, Archie – she has to go to you.' I thought: 'OK, a little bit of Kalinda coming out there.' But it definitely wasn't the reason I left the show."

It has been rumoured that faltering relations with Julianna Margulies, who plays the lead role of hot shot attorney Alicia Florrick in The Good Wife, was a key contributing factor to her departure, but Archie prefers to go down the diplomatic line of her character's story arc coming to a natural conclusion.

"I did six years and I felt the character came in this very mysterious way and left in a very mysterious way," she says. "There are a lot unanswered questions and I think that is staying true to the character."

As Sharma sashayed into the sunset on The Good Wife, so too did Archie. "We had talks about keeping some of the clothes," she says. "I did walk away on the last day of the shoot with a pair of boots. They are my magical boots."

For as long as she can remember, Archie knew she wanted to act. "As soon as I was born, my mother said: 'I think she wants to be an actress,'" she recalls. "There was no history of that in my family, but my mother changed my name as soon as she saw me – it was such a strong feeling.

"My name is actually 'Archana' which means 'worship', which my mother felt was appropriate for me. I have come to be known as 'Archie'. Whenever I'm working on a job and someone is waiting to pick me up, they expect this Scottish blonde boy to come out … and then they see me."

Archie has built an impressive CV over the past two decades. Her early roles included comedy drama East Is East, the powerful Yasmin and a memorable turn as Pinky Bhamra in Bend It Like Beckham (the elder sister to football-mad Jess).

Other career highlights include starring opposite Angelina Jolie in A Mighty Heart and most recently a role in Hollywood blockbuster San Andreas.

Last spring, Archie signed a development/holding deal with Fox to headline a drama pilot for the studio.

"They have been trying to find the right project for me and have been amazing," she says. "I always knew after The Good Wife it would take time to find something that was a good match. Until then I have been taking the opportunity to do little things here and there.

"I did San Andreas, then Shetland. I call it 'doing a Kalinda'. I can go off, have all these little flirtations with jobs and not have a full-time commitment until I find that one project."

Shetland is shown on BBC One, Friday, 9pm