Michelle Williams and Leigh Zimmerman on Chicago

Michelle Williams: I saw Chicago a couple of times on Broadway, back when Usher was playing Billy Flynn. When it came time for me to do it, I backed away from seeing the show again because I wanted to bring as much of me as possible to the role. I love Roxie's feistiness, her wittiness. She's always on her toes. She never lets anybody one-up her.

Velma starts out on top, becomes the underdog and has to crawl and scratch her way back to the top. She's really a savvy streetfighter; Roxie is pretty pampered. I first played Velma in 2001 at the Adelphi theatre, opposite Denise van Outen's Roxie. I have a long history with the show – I played the original Go-to-Hell Kitty role on Broadway in the 90s. I was actually cast as Velma after that but I was busy with TV and film so couldn't do it. I ended up moving to the UK and now, eight years later, I'm doing Velma again.

'Always on her toes' ... Williams as Roxie. The show takes a great amount of discipline. In theatre, you have to know your lines and choreography – there are no little ways out like in a concert. You can't just hold your microphone out to the audience and say, "Hey, sing along." I have more control of the stage when I'm performing my own music, but theatre is all about putting down egos: I'm doing someone else's choreography, I'm singing someone else's material. We did dabble with Bob Fosse's choreography in our routines for Destiny's Child. It's very cool, sensual movement – not raunchy, but it is sexy. When I'm married, I'll definitely be putting those moves on my husband.

Leigh Zimmerman: It's a very stark show – the attention is on the performers not on the sets or lights. Bob Fosse understood actors – he would rather have an actor dancing the part than a dancer doing it. He wanted an internal dialogue going on while you're moving. In his shows, you'd find really interesting non-dancer-looking people playing the roles. You would watch characters not just dancers. He'd also find what looked good on their bodies and tell the stories that way, rather than just choreographing for anybody. When we put this show together, Ann Reinking – who worked with Fosse for many years – did the same with us.

Michelle Williams: On my opening night, I thought the ensemble were way too calm. There wasn't a lot of nervous energy. But they said, "We've got your back – off you go." Roxie is on stage quite a bit, so the stamina has been a challenge. But you have no time to be tired; nobody buys tickets to come and see you be tired. No matter how I'm feeling when I arrive at the theatre, I become happy in the show. There's something about hitting the stage and feeling the energy from the cast and the audience – it has a healing effect.

: This time around, I''m bringing more life and career experience to the role. The characters of Roxie and Velma were written for mature women – Roxie has a great line, "I'm older than I ever intended to be." I understand Velma and her struggle a lot better now. You have to go into the songs in-depth and look at them as texts not just music. There are a lot of traps you could fall into when playing these characters – you could make them cold and heartless – but there's a lot of humour to find.