The playwright, performer and theatre maker simply can't content himself with coming up with a work that is less than highly imaginative - and in which he immerses himself entirely.
A couple of years ago, the 30-year-old wrote and starred in the critically acclaimed show, Wrestling, for which he trained as a professional wrestler, fought on stage - and suffered the bashes and bruises to prove it.
Now, he is back at The Arches, Glasgow, with the magical theatre show Bullet Catch, the famous 'daredevil' stunt.
Rob drew on the routine's history to create his show, in which he tells the (allegedly) true life story of William Henderson, a stage magician whose death by bullet catch in 1912 may have been an elaborate form of suicide.
During the show, Rob invites a random member of the audience to pull the trigger on him.
"Bullet Catch began in 2008, with a low-budget, modest version," he explains. "But now it is a bit more grown up and has more substance to it. Back then I was still learning how to become myself on stage.
"Since then I have become a better writer and performer. There is much more thought behind it."
While Wrestling was about how grapplers are really actors, it was also about the role of violent physical confrontation in constructing male identity.
Rob's Bullet Catch is not just about revealing how he can perform the illusion. It is about the psychological study of a man who, if it is true, gave an audience member a gun with live ammunition and asked to be shot, without considering the implications for the man who pulled the trigger.
It is about life and death. It is about the decisions we make.
It is also startling theatre. Audience members have been injured and performers have died.
Houdini, a man who was happy to be padlocked and buried alive, decided against it on safety grounds.
"I am attracted to mysteries," says Rob. "And I want to understand about what makes people work, about the human connection."
Is he expecting a change in the audience reaction?
"That's a good question, because the show has become less dangerous," he admits.
"And audiences need more to be drawn in these days. But amazingly, when the gun comes out in the room, the atmosphere changes every time."
He adds, grinning; "Why do joining rings when you can get someone to shoot you?"
Bullet Catch has been a hit, from Edinburgh to Broadway. "New York audiences were much more blase about the gun," he says. "They were more ready to pull the trigger too."
He also took the show to Sao Paulo, Brazil.
He says: "In Brazil we had to source a gun locally, because we were not allowed to travel with the gun. That was easy enough.
"But it really was a bit scary when the new one was fired at me for the first time. You can never be truly comfortable having a gun pointed at you."
He loves a challenge. He loves to push himself. He has written more standard form plays, such as Top Table, which was a success at Oran Mor, Glasgow. But he could not just write standard plays, despite their popularity and success.
"I don't want to get lazy," he says. "I like a challenge, one where I have to learn a new skill."
His next challenge is to explore the world of ventriliquism. "I am going to create a dummy and learn how to project my voice," he says.
"I love the idea, because in essence it is an adult sitting talking to himself on stage. You have to think in terms of mental health, of voices going on in the head, or split personalities.
"Does someone create a dummy to be able to say things they would not wish to say themselves?
"It is such a rich and fertile theme for theatre. And you are really asking the question of the 'normal' person; are we just a collection of different voices in our head. And if so, how do we control them?"
Growing up in Rutherglen, Rob was an inveterate performer.
He said: "When I was younger I was always on stage in church concerts, I was always entering singing competitions and putting on magic shows in the front room, forcing the family to watch me.
"I guess performance has always been in me. But I never imagined I would one day be travelling the world, integrating my hobby with my job and making a living at the same time."
Rob's skills as a magician are such he "won't embarrass himself" up there on stage as he performs magic acts. (He vividly recalls Paul Daniels performing the bullet catch on TV.)
Indeed, Stephen Fry has seen Bullet Catch and sent a message on social networking site Twitter to Rob to say how much he loved the show.
"It was a bit scary to walk on stage and see him in the audience," says Rob. "He is such a serious talent.
"But not everyone loves the show. There have been issues with magicians about why I reveal a trick halfway through the show.
"And I am not complaining. I have a job with which I can travel around the world, meet new people and get then to shoot me."
He adds with a self-deprecating smile that he is a more capable peformer than he was when he first contrived the show.
"Director David Overend saw the original production and said I was better suited to play the character now. He says I now have a bit more behind the eyes," explains Rob.
Then, laughing, he adds: "He has managed to insult me and compliment me in the same sentence. It is so clever."
Rather like Rob.
l Bullet Catch, The Arches, October 1-13.