The quote is talking about the way an actor brings themselves to their character on the job. In this case, the actor has noticed that they share a lot of traits with their character, Koothrappali. This could be things like a particular type of humor or behavior, as well as innocent mischievousness. The actor feels like, when it comes to Koothrappali, they’re bringing themselves to the job rather than bringing Koothrappali home with them.