He's taken on 007, the Marvel Cinematic Universe, Star Wars and the Wizarding World, but none of those experiences compare to facing off against Harrison Ford in the final Indiana Jones adventure. Not least because this is the only franchise he's joined where he was a massive fan beforehand.
"It's not my first franchise, but it's the first one I grew up with", he said. "I've been lying in all the other interviews when I did Bond and Star Wars - I always said I saw them, but I didn't!
"I grew up with this one. I remember my brother and I didn't see Raiders Of The Lost Ark at the cinema, we had to rent it, and we got the VHS alongside five other ones - we ended up watching it five times, and never even looked at the others.
"It is true to say that this film shaped our generation; I have plenty of friends who are film directors who started out because of that one film. So obviously, it is an enormous honor to be, 42 years later, part of this world."
Mikkelsen plays Nazi Jürgen Voller, who in the years following WWII, has moved to the US to help NASA in the space race - but his dream of taking the Nazis back to power hasn't died down. His mission is to try and capture a mysterious ancient Greek dial, which has the potential to take its users back in time and rewrite history, something Indy aims to stop at all costs.
The actor has played plenty of bad guys before, but it was still a challenge trying to get into the headspace of such an unambiguously evil figure.
"This is my first ever Nazi, so he's different to other villains I've played before. I always start by trying to find what's humanising them to a degree - if I can't relate to what they're dreaming about, I'll replace it with something I do, so I can share their passion, and if that's still a difficulty, well, I have to replace that passion with something else.
"I think that his passion is his strength and is also his weakness, because his passion for his job, for math, for science, for a brighter future is obviously strength. But he also has passion for the Third Reich and the resurrection of the Nazi Party, which is a bit of a downfall!"
Also joining the franchise this time around is Phoebe Waller-Bridge, who appears as Helena Shaw, Indy's goddaughter who ropes him into one last mission following his retirement from teaching. Little does he realise that this quest to retrieve the dial will have major consequences for the course of history as we know it.
The Fleabag star believes her character helps to rejuvenate his life in advancing years, helping to recapture the spirit of adventure he's been sorely missing.
She said: "I think she's the right person to come into his life at this time because it feels like he's in a little bit of an emotional cul-de-sac. He's now living in a time where the focus has shifted; people are looking to the future and to the moon, there isn't as much passion for what he is passionate about.
"And so, when she comes in, not only does she bring a breeze of joy from his past, she brings a passion for archaeology and adventure, and I think that lights him up again. And I think she's very clever for doing that because she actually has her own nefarious agenda, of course - but I think, ironically, the thing that she learns in the end is that that passion she was faking at the beginning she discovers for real by the end.
"And that's through experiencing this adventure with Indy. I think she also learns that being vulnerable is important; there's a moment where she opens up and she reveals that she cares about Indy, and that he's important to her.
"Whether or not they continue with their friendship, she's forever changed by that act. I loved that this happens cross-generationally too, I think it's a really important and beautiful story to tell."
Waller-Bridge describes Helena's wit as her greatest strength, with her biggest weakness being her fearlessness - she "doesn't really look before she leaps" in a way that recklessly dances with danger.
When director James Mangold was writing the screenplay, he saw Golden Age of Hollywood icon Barbara Stanwyck as an inspiration - which was particularly daunting for the actress, as Stanwyck was one of her biggest idols.
She continued: "It was a blessing and a curse to hear that, as she's an idol of mine. She has such a light touch in her performances, particularly in The Lady Eve where she has a moral ambiguity as well, and there's something so fresh and charming about her even though she can often be very morally questionable.
"But also, there was something very modern about the way that she communicated and performed. And I think that was something that really inspired me in this because she did have to feel like a modern woman - she had to be a breath of fresh air within this time period.
"Helena isn't someone that we've seen before; she has this fierce independence, and has carved this place out in the world for herself where she refuses to need anybody else. And that essence seems to be captured in every single performance that Barbara Stanwyck ever gave - and so, I clung to that throughout."
Indy's final ride may take us to the end of the sixties, but it seems like the spirit of the 40's remains alive and well inside it.
Indiana Jones And The Dial Of Destiny is in UK cinemas from Wednesday, 28th June.For all things pop culture, follow us on Facebook, Instagram, Twitter and TikTok.
