"It is quite a racy thing for him to do and it causes a big scandal, but it really moves the story - and their relationship - forward, which is great."
"Yeah, Mary's having a lot more fun this year," smiles Dockery. "She's getting through the grief of losing her husband, embracing her new life and enjoying her independence, so she decides to embark on a bit of a romance with Gillingham, but still keep [Charles] Blake on the scene, too."
"It's shocking that she's been stringing two guys along and playing them off against each other for two years. I think she just likes the attention too much," adds Cullen, teasingly. "A lot of people have asked me what I would do in that situation and, to be honest, after two years without any action I'd definitely have walked away by now."
Despite his retort, Cullen admits that he actually prefers the notion of old-fashioned courting to the realities of modern dating.
"Maybe I'm just a romantic but I think there's something wonderful about the whole courtship process and how you slowly get to know each other, rather than just having sex straight away," he says.
"It's about having a real connection, an understanding and being able to talk to each other openly and honestly, like Gillingham and Mary can."
Unlike Cullen, Dockery has a far more prosaic and pragmatic view of the changes confronting her character, including the courtship ritual, which unceremoniously began to unravel in the 1920s.
"Although it now seems ludicrous not to get to know someone intimately before deciding whether to settle down with them or not, back then it was quite a scandalous thing to do," she says. "But Mary's a very modern woman, so that's why she questions why she can't be with a man. To me that feels like an incredible thing for a woman, of that era, to be asking herself but that's actually what began to happen then. Those changes were beginning to take place in the 20s.
"Also, it's not like she just hops straight into bed with him," says Dockery. "She spent the whole of the last series in mourning, which I think was appropriate.
"I think people would have felt she'd moved on too quickly if she'd found someone straight away, because she - and the audience - were still getting over the shock of Matthew's death."
Her blossoming romance with Gillingham is not the only change confronting Mary. She also has to reappraise her role at Downton Abbey and take on more responsibility for running the estate.
"It's funny, because in the first series she said to her mother: 'I wouldn't dream of growing old in this house, or being the Lady of the house.' Instead, she wanted to travel and do her own thing," Dockery recalls.
"But now she's completely changed. She's completely turned herself around and is embracing her place and her responsibilities because she realises it's her home and her legacy. It's also something that she knows she has to continue on with and protect for the next generation, especially now that she has a son, George, who's the heir to Downton. It means she can't ever leave, that she's stuck there forever!"
Who: Michelle Dockery and Tom Cullen
What: Downton Abbey, series five
When and where: Prime, Thursday October 16, 8.30pm
- TimeOut