John Costelloe (right) on The Sopranos

John Costelloe, a New York City firefighter-turned-actor who on The Sopranos played closeted mobster Vito Spatafore's lover, died of a self-inflicted gunshot wound.

"I was shocked when I heard, and it still hasn't really sunk in," Joseph Gannascoli, who played Vito to Costelloe's Jim "Johnny Cakes" Witowski, tells the New York Post. "I never detected anything troubling about him. I enjoyed all the time I ever spent with him."

Says Costelloe's father, Michael, "It's beyond me. This is too much for me to handle right now."

Costelloe, 47, was found dead in his Brooklyn home on Dec. 18. A funeral was held Dec. 22, with Sopranos alums Gannascoli and Steve Buscemi (who knew the deceased from their pre-acting days) in attendance.

Costelloe was performing in a well-reviewed off-off-Broadway production of Gang of Seven at the time of his death