Gary has a terrific profile from his stint in EastEnders (he played bad boy Paul Trueman) and films such as Jean Claude Van Damme's Until Death.
But the chance to play a man who lived in a water tank was just to good to turn down.
"I loved the story," he says of new play The Room In the Elephant, which is running as part of the Pie And A Pint series this week at Oran Mor, Glasgow.
Tom Wainwright's play tells the story of Titus Covington. He lived in a converted water tank near the Malibu freeway in Los Angeles and was quite happy there for 17 years.
As water tank conversions go it was one of the best; a generator supplied electricity, it had hot and cold running water, carpets and TV, all mod cons.
The US postal service even delivered his mail to the water tank address. And Titus was part of the community.
But one day graffiti artist Banksy came along and decided the tank looked 'a bit like an elephant'. And this line was painted on the tank.
Unfortunately, Banksy's worldwide reputation meant the worthless tank when painted suddenly became worth a great deal.
While those in the know rose in unison to salute the artist's latest comment on homelessness – the metaphorical "elephant" in the room, an inevitable land grab subsequently followed – and the water tank was taken away by business speculators.
In a cruelly ironic twist of fate Titus was now homeless – because of Banksy. Sort of. Titus now lives in a cave.
"The play tells the story from the homeless guy's point of view," says Gary. "He set up a camera and tells the world his story, about his life and how it has all changed."
It is a great tale; it is about the impact of celebrity, how people will buy anything an artist such as Banksy touches. But it is also a tragic tale of how someone can be reduced to living in a water tank.
Then you add the notion of how someone can actually make the most of his life in a tank.
"It's fascinating," says Gary. "You can see the pictures online of this guy's tank, and he comes across as a really cool guy who could have been living in Shoreditch or Glasgow."
It's a great role for an actor.
"Nothing like this has ever happened to me, but I can understand his pain," says Gary. "And I'm loving rehearsing this role. There's a sort of Method acting thing going on, and it's great."
Gary was almost a born actor. Growing up in a council flat in London he and brother Rikki (now a playwright and screenwriter) were huge fans of the Alan Parker movie Bugsy Malone.
"My brother adapted a stage version," says Gary. "We had this youth club we used to hang out in. And my brother decided to use that space for a show and we cast all the local kids. Then we charged residents to see it.
"My brother looked up Alan Parker and invited him to the show."
Parker didn't show up, but he sent his personal assistant to see it. The assistant loved what she saw, enough to recommend the Beadle boys to the Anna Scher Theatre drama school for kids.
Gary went on to star in EastEnders, but along the way he has appeared in the likes of the 1986 film Absolute Beginners, sitcom Absolutely Fabulous and in hit theatre plays such as Sucker Punch.
But has the EastEnders' profile worked for him? (He left because he felt his character was becoming a stereotype).
"Yes, it's helped, but the truth is I have never been really high profile. An actor is an actor, regardless of the arena you work in.
"I audition for a job like everybody else, and I would prefer I got hired for what I can do than what I have been seen in.
"I just love the job. To be honest, I couldn't do anything but acting. I think I would be useless in another line of work."
He prefers theatre to television. "This may sound controversial, but my ambition is to work on a West End play. I would like to play a character that is far from me as a person, which is what often happens on TV. I find TV very instant. I like to work with other actors in theatre, to really enjoy the process"
And you get to hear the applause?
"Well, we are all like that," he says, grinning. "Adulation is far more important than money."
l The Room In The Elephant, Oran Mor, until Saturday.