Rockwell, 49, has won a Golden Globe, a Bafta and is a frontrunner to win the Academy Award for Best Actor in a Supporting Role for playing Jason Dixon, a racist police officer, in the black comedy.
"This is certainly one of the greatest parts I've ever had, it compares to some stuff I've done on stage maybe. I've done a lot of great parts, and Martin created a Frankenstein's monster of acting in this part," the actor said at the Baftas backstage, according to FemaleFirst.
"He has a lot of work to do even at the end of the movie. Dixon and Mildred (Frances McDormand) probably need a lot of therapy. I don't think they are quite done, it's a beautifully challenging role," Rockwell said.
McDormand has also fetched the Golden Globe for Best Actress - Motion Picture Drama and for her maiden Best Actress Bafta for the role of Mildred Hayes in the film.
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