Cristin Milioti and Colin Farrell, stars of HBO's "The Penguin." (Jason Armond / Los Angeles Times) The last time a penguin was this serious of an awards contender, it was tap dancing with happy feet.

Colin Farrell admits that he’s usually “doused” in insecurity, self-doubt and disdain when it comes to his acting roles, even his Oscar-nominated part in “The Banshees of Inisherin.” But for “The ...