Rockwell told The Frame that he's "not like Christian" and prefers not to transform physically for roles.
"He's getting up at two in the morning to do hair and makeup. He's gained a bunch of weight. I can't do that. I put on some padding. I put on a moustache and a wig. I come from the theatre and we put on funny hats."
Bale is famous for his physical transformations for roles. He dropped almost 30kg to for The Machinist in 2004 and then beefed up immediately after to play Batman in Batman Begins.
"I've never had a single director ask me to do any of this stuff," he told Uproxx.
"Everyone's kind of gone, 'Well, we can do it with a bunch of makeup and some prosthetics' And then they discover I'm really doing it myself and they go, 'Really? Are you O.K. doing that? I've never really had anyone say, 'You have to get to this place.' It's always been me saying, 'I have to get to this place.'"