The actress talks bald heads, Pepper's backstory and the widening of the AHS canon

By Amanda Michelle Steiner
December 17, 2014 05:25 PM
Getty; Sam Lothridge/FX

Originally touted as a standalone anthology series, all of the gruesome stories in Ryan Murphy‘s American Horror Story are now connected – and Naomi Grossman’s Pepper is the character to tie it all together.

Having first appeared in Asylum, AHS‘s second season, Grossman was back for its fourth – Freak Show – in an expanded role in the canon. The timeline, set 12 years before the events of Asylum, has Grossman’s costar Lily Rabe reprising her role as Sister Mary Eunice in Wednesday night’s episode.

PEOPLE chatted with Grossman exclusively to discuss Pepper, her backstory, the American Horror Story universe, a Pepper/Matt Bomer sex scene and how working with the “freaks” has changed her worldview.

What’s it like to have to shave your head for a role? Did you have a cry moment?
I wasn’t anxious to have my head shaved, by any means, but now that I’ve done it, it’s not really a big deal. It’s an empowering feeling. I definitely never thought I’d have male attention again but that’s certainly not the case. Probably quite the opposite. Confidence is attractive to anyone, and there’s nothing like walking around with a bald head – a woman, that is – exuding confidence.

What can you tell me about "Orphans," your big episode?
This will be Pepper’s backstory, or origin story. I think people are really going to be surprised.

Will we find out more about Pepper’s twin, Salty? He didn’t appear in Asylum.
Yes. We’ll understand their relationship and we’ll find out where she came from and where he is.

In Asylum, we were told that Pepper had died. Is she really gone?
Oh, gosh, I don’t know that, actually. We don’t get far enough to know either way. I’d love to know that that’s just a conspiracy and potentially we could see Pepper on another season. I mean, she’s been a dream to play and I don’t want the dream to end!

At the same time I think viewers will be satiated by [this] episode. I don’t think we’ve left a ton of questions unanswered.

Would you characterize Pepper as aggressive?
I mean, in Episode 1 she chopped up the cop with the other freaks. That was as part of the freaks. It was a freak effort. I think she’s a team player and she goes along with the group. If anything, if she gets involved in something that might be referred to as aggressive, it’s probably because she’s being steamrolled by the others. I’d call her playful. Playful and innocent.

And a victim, ultimately.

Did you know when Asylum was filming that Ryan Murphy planned to bring you back?
I had no idea. This role, for all I knew, was just Pinhead #4 to the left. I was not just the pinhead but the pinhead the one that got to cross over seasons, the only character to do so, changing the entire landscape of the show.

I still don’t know how that works. I don’t know if it’s the chicken or the egg – which came first? Did they bring her back and decide, ‘We need to connect these seasons,’ or did they have it in mind all along? I don’t know.

So Season 5?
Nobody knows anything. They don’t even know where it’ll be shot or who’s starring, so, we’ve been so wrapped up trying to finish Season 4 that 5 seems a really long way away.

Freak Show has had a ton of amazing guest stars. Matt Bomer, Neil Patrick Harris is coming who’s been your favorite to work with?
Neither of which did I actually even get to work with, which is a real disappointment. … I mean Pepper definitely needed a sex scene with Matt Bomer, I don’t know how that got past the writers!

What’s been your favorite part about working with the whole AHS cast, then?
The [freaks] taught me so much about myself. Mat Fraser – who plays Paul the Illustrated Seal – when he pressed his little flipper into my hand for the first time, I was of course taken aback, like, ‘Oh my God, what do I do,’ and then it was like, ‘Hmm, well you shake it. Just like you’d shake any person’s hand when you meet them for the first time.’

Rose Siggins [who plays Legless Suzi], too – when she first rolled on set with her little skateboard, of course, I nearly passed out – now, she’s my homegirl.

That’s really been a kind of cool evolution for me as a human being, to realize, ‘Yeah, these are people, too.’ I’m embarrassed to even say that, because how could I be so myopic? It’s really cool, too, because it’s not just me, it’s the A-listers, too. They’re just as excited to be with and work with the freaks as they are the fellow A-listers. There is no hierarchy and that’s really refreshing and lovely.

American Horror Story: Freak Show airs on Wednesdays at 10 p.m. ET on FX. Other than in AHS, you can catch Grossman in the upcoming indie film The Chair.

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