Creating multi-dimensional characters

I've been dipping back into one of my favorite writing craft books - Story by Robert McKee, to explore once again the elements of building character. If a character isn't developed fully, they are flat and uninteresting. But by following carefully Mr McKee's advice, a character can become three-dimensional and truely fascinating.
Mr McKee's excellent book is geared toward screen-writing, but the principles espoused in it, are also of huge relevance to writers of fiction, and every time I dip back in, I find my interest sparked, and my knowledge enhanced.
Firstly, he talks about the difference between Characterization and True Character. Characterization is what we observe of the character. Their age, physical appearance, job, traits, style of speech, personality, attitudes, and the world in which they live.
True Character is deeper, it is what lies beneath the mask of Characterization. What is this character really like, and how can we portray it on the page?
Mr McKee says:
'True Character can only be expressed through choice in dilemma. How the person chooses to act under pressure is who he is-the greater the pressure, the truer and deeper the choice to character.'
Even when Characterization and True Character are fully explored, the character is not multi-dimensional. In order to create a fully rounded character, more elements must be present. Mr McKee defines it thus:
Dimension means contradiction: either within deep character (guilt-ridden ambition) or between characterization and deep character (a charming thief). These contradictions must be consistent. It doesn't add dimension to portray a guy as nice throughout a film, then in one scene have him kick a cat.
Okay, I'm beginning to get it. Now, to investigate further, I'm going to think about a character that I find fascinating in a TV show, to see if they are truly multi-dimensional. I've decided to use the character of Kalinda in The Good Wife.
Characterization: Young, good looking and street smart, intelligent, works for law firm, bi-sexual.
True character: Caring, thorough in discovering information.
Dimension: A friend to Alicia Florrick, yet secretive. Gentle, yet tough. Loyal to her job, yet prepared to compromise her principles and jump ship. Seductive but manipulative.
So immediately I've noticed four contradictions in the way that Kalinda is. She isn't designed as the protagonist in The Good Wife, but instead as a secondary character. But  her multi-dimensional character builds fascination into her every appearance.
Mr McKee explains that every character in a story has a job to do. The protagonist is the central character, and every other character within the story is there to highlight an aspect of the layers of dimension within the protagonist. Observing this formula with the character of Kalinda, we see through her reactions to situations and people throughout the series. Each person she interacts with reveals another aspect of her character. Makes the contradictions within her personality clear.
If a story contains too many characters who are multi-dimensional, then the reader doesn't know who should hold their interest. So by necessity, 'bit-players' should be less complex, and should be in the story to reveal more to the reader about the central character/characters. Or perhaps just be there to act as a foil for the central characters, one that they can open up to in conversation or over the telephone.
'Story' is a great resource for writers!