"I might have been a serial killer. There might have been some nudity," Gregg says, referencing a 1991 production of Unidentified Human Remains and the True Nature of Love, in which he appeared alongside Sam Rockwell. "Let's just say I'm glad that one was in the theater."
See what else Gregg and his SHIELD co-star Brett Dalton reveal in the video above.
Agents of SHIELD airs Tuesdays at 9/8c on ABC.