[Editor’s note: The following contains some spoilers for Season 3 of His Dark Materials.]

The eight-episode third and final season of the HBO series His Dark Materials, based on author Philip Pullman’s The Amber Spyglass, follows Lyra (Dafne Keen) and Will (Amir Wilson) on their journey to The Land of the Dead, a dark place from which no one has ever returned. At the same time, Lyra’s parents, Mrs. Coulter (Ruth Wilson) and Lord Asriel Belacqua (James McAvoy) begrudgingly come to understand that working together may be the only way to succeed in their ultimate goals.

During this interview with Collider, co-stars Keen and Wilson talked about whether it was hard to say goodbye to these characters and this series, what they most enjoyed about their character journeys in Season 3, spending time in the Land of the Dead, Keen’s experience working with her daemon puppet, what their last day on set was like, and their favorite scenes this season.

Collider: You guys really grew up on this show, and you grew up with these characters, because you played them over a span of a few years. Does that make it harder to say goodbye to them because you’ve taken such a journey with them, or does it make it a little bit easier because you’ve gotten to explore them so deeply?

DAFNE KEEN: I think it makes it easier because it has a good ending. We get closure with the characters. We get to say goodbye to them properly. And yeah, because we knew it was coming from the beginning, that helped.

AMIR WILSON: That’s what I was going to say. We knew it was happening, of course. We read the books, and we knew that, at some point, this moment was going to happen, and it was going to get to that point. I prepared for it in my head, subconsciously, years in advance.

Image via HBO

What did you guys most enjoy about the specific journey that your character took in Season 3? How do you feel about where they end up?

WILSON: I enjoy that Will is now more confident in himself, in Season 3. That’s the main thing for me. It was fun to be able to explore a different type of world to what we see in Season 2.

KEEN: I personally enjoyed the complications of Lyra, and the traumas that she’s having to process. And I enjoyed her relationship with Will. I think that was really fun to play around with. And her relationship with Mrs. Coulter was also really fun to play around with. The whole Land of the Dead section, where we got to reunite Lyra and Roger, and Lyra and Lee (Lin-Manuel Miranda), and have them meet Will, was very instrumental and very fun.

We’ve seen different worlds on this show, but the Land of the Dead is such an interesting one because they go on such a journey inside there. What was it like to really figure out what those aspects of that world would be, as they go on that journey?

WILSON: Will’s story, in particular, comes full circle in the Land of the Dead, in some way or another. He sees a familiar face. For Will, he was satisfied with that and gained something that he felt he was missing. A piece of him that was always missing was then filled. In that sense, the whole experience was okay for him, as sad as it is, because he got something good out of it.

KEEN: For Lyra, it’s good that she finally got to realize that it wasn’t her fault that Roger died. I think that’s very important for her. It was also the best way to find out that Lee had died. That was very helpful for Lyra, and I think it really made her mature. It is a very painful experience to see your loved ones dead. I can’t imagine what that must have felt like. She’s also leaving Pantalaimon behind. It’s a very emotional section of the show, and it’s very heavy. It has a lot of very dark themes. There’s the whole self-sabotage section. All those other elements of it just make it that much darker, but it was really, really fun to investigate.

Image via HBO

Dafne, you got to work with a Pan puppet and a puppeteer alongside you. What’s it like to no longer have that anymore? Was it stranger to adjust to suddenly having that always be there, or was it stranger to adjust to not seeing that there anymore?

KEEN: In a way, it was weird to not have it anymore. I was so used to having a puppet pass. I’d be like, “Where’s Pan?” They’d be like, “Oh, there is no Pan.” It was really strange because I was so used to that being a part of my performance. Having a section of you outside of you facilitates your acting because it takes that subconsciousness out of you. You can play to it directly, as opposed to in you. So, having to incorporate that in my acting, it was interesting, and it was fun. I really, really enjoyed it. It was very different.

What was the last day on set like for you guys? Who did you shoot with? How did it feel to reach the end of this? Was it much more anti-climactic than people would expect?

WILSON: We filmed stuff from episode seven, and it was over before we knew. We went in and did what we normally would do, and got into makeup and wardrobe, and we went to set. We knew it was our last day, of course. And then, at the end, they were like, “Okay, and that’s a wrap on Amir and Dafne.” It was like, “Oh, this is really happening.” I got given the knife as a present, Dafne got given the alethiometer. It was nice. The next day, we had a wrap party, and we got to properly say goodbye to some people. It’s less of a sad thing and more of being a celebration of what we’ve achieved so far. That was my approach to it.

KEEN: Same.

WILSON: And it wasn’t really emotional, in theory.

KEEN: For some people, it was.

WILSON: For some people, yeah.

Image via HBO

Dafne, how different do you feel, personally, from who you were when you walked on set your first day, as opposed to who you were, walking off set on the last day?

KEEN: It’s really strange because it was my whole teenage years. I’ve been through everything during that show, and they’ve been with me through so many things that have happened in my life, in that time. It’s just really weird to be leaving that part of myself there. I feel like it’s really strange. I recently went to Cardiff again, and I got flashes of all the different moments that we had there, just little memories and stuff. It’s just really weird because that’s a section of our lives that’s just been left there. It’s really weird thinking that it’s over. I haven’t clocked it yet, but it’s really strange.

The last day on set was so anti-climactic. We were just filming some running around stuff, with us two, and then Ruta Gedmintas. It was us three, and it was just really chill. In terms of the content that we were filming, it was actually really relaxed, and it wasn’t a big emotional moment, or anything. We were walking around, and then suddenly, they said, “That’s a wrap with Amir and Dafne,” and it was just really weird. I got home, and I was like, “Wow, I’m done. That went really quickly.” When we started, we were like, “Oh, my god, this is gonna be so long. It’s like seven months.” And then, it went really, really quickly.

Do you guys each have a favorite scene or a favorite episode in this last season?

KEEN: I love our last scene.

WILSON: Yeah, our last scene together is nice. The Episode 8 stuff is all really good.

KEEN: I love Episode 8, to be fair.

WILSON: The Land of the Dead stuff will look really cool. As much as it was a pain to be in a dark studio all day, it will look really, really epic. And I had my friends on set to be extras, which was funny. A couple of my mates came in to be extras on set, so you’ll see them lurking about in the back of takes.

KEEN: One of them got COVID, though.

WILSON: One of them did get COVID. He filmed the whole morning with us, and then, I saw him, halfway through the day, getting ushered off. I texted him, and I was like, “What’s going on?” He texted back, “Got COVID.” I was like, “All right, then.” He’d been staying with me and everything. I was negative, thank God. We didn’t have to shut anything down.

His Dark Materials airs on Monday nights on HBO and is available to stream at HBO Max.