"Four or five months after The Avengers, I got a call from Joss and we talked about how much we needed [a reason] for Coulson still being alive," Gregg, 51, recalls.
"He explained to me a little bit more than what you see in the pilot about the stuff that Coulson doesn't know. I hung up the phone, very deeply on board."
The reason behind Agent Coulson's resurrection is kept a secret from Phil and the viewers until later in the season, but don't think that will diminish the character's trademark combination of dry wit and endless wonder at the strange circumstances he's found himself in.
"In a world where there are people in Lycra flying, and aliens, you really need someone to be like, 'Nice cape, dude'," Gregg jokes about his character's take on the superhero universe.
"He's a fanboy. He's the nerd avatar who grew up reading this stuff and absolutely believes in the heroic stuff, which is such a complex dynamic with the guy who also is almost bored with this stuff."
The Marvel movies are some of the highest-grossing films of recent history, so the pressure is on to translate the superhero universe on to the small screen. Judging by the slick appearance of the pilot episode and the ratings in America, there is not much to worry about.
"I thought after the pilot, the next episode would be bound to be us stuck in an elevator because they had spent all of the money," he jokes. "Instead, the second one if anything is bigger, more exciting. I probably shouldn't have said that. I'm so sorry."
He's kidding, but the secrecy behind Marvel productions is well-known. During Living's interview with Gregg, the conference room is filled with around 15 people whose sole purpose is to ensure that no on-set secrets are accidentally spilled.
No one asks what will happen to us if something is let slip - probably nothing good - but if Gregg is aware of the pressure to keep quiet, he's not letting it show as he enthuses about his character.
"The guy who I got to play in the movies kept evolving, you kept learning more about him. In The Avengers he gets the best weapon they have and goes in there, and it doesn't work out too well for him," Gregg says of his character's then death.
"I found that moving. That said, that's the serious part. The idea that I get to have my own flying Corvette and a real amazing team around me, I can't believe I get to wake up and do this every morning."
Marvel's Agents of S.H.I.E.L.D. Sundays, at 8.30pm on TV2.