How do you figure your characters have "depth" and are not just wish fulfillment / in service of the fantasy?

Every time I read someone saying that (and it’s very very common) I really fail to connect with the concept. I know it’s a metaphor for the subconscious, but I’m generally hyper-aware of what I’m trying to do with a story. It’s as much an intellectual exercise as an emotional one. Maybe it’s me who is the outlier here.
Could be. I know my style is nearly pure stream of consciousness, no plot, no plan, characters arriving in the space of a paragraph.

"Where on earth did you come from? I don't know you."

"Maybe not, but your subconscious certainly knows me..." as she proceeds to insert herself into the story (invariably a she, although on occasion a bit player is another gender, or non-human, but that's rare).
 
Could be. I know my style is nearly pure stream of consciousness, no plot, no plan, characters arriving in the space of a paragraph.

"Where on earth did you come from? I don't know you."

"Maybe not, but your subconscious certainly knows me..." as she proceeds to insert herself into the story (invariably a she, although on occasion a bit player is another gender, or non-human, but that's rare).
I guess we are all different.
 
I'm going to be pedantic and go the route of asking what is, is. What do you mean by depth? Are you talking about believable characters? Characters who are more than just obvious author wish fulfillment? Characters that are fully three-dimensional and can be debated in lit crit courses?

For me, plot comes first. That's always been the way with me, I come up with the plot and my characters then serve to flesh out and fulfill that plot. That doesn't necessarily mean that the characters are cardboard (though in some of my lesser works, they may come across as such). The characters have their own motivations, desires, wants, regrets. I try to use all of that to move the plot along. What does character #1 want? How do they get it? What is the consequence of their actions or indecision? I usually feel that if my characters are believable, if that in reading this you can say, yeah, I can this happening, then the character has depth. If the character tells ME what's happening, if their actions and decisions have me change the plot (even a little), then I feel I've succeeded in writing a fully-developed character.
I didn't see anyone else engage with this post (if I missed it, my bad), so I thought I'd take a crack at it. We're all kind of talking around this, but I have thoughts. To me, a character with depth is a character with connective tissue.

For example, let's say love interest #1 is a dancer who likes dirty talk and bakes. Those three traits don't really intersect. You could make them intersect, but they don't have a natural overlap.

Contrast that with love interest #2, a dancer whose sex is defined less by all the weird and kinky things they can say and more by their having constantly engaged with the idea of being viewed from certain angles. She poses more, contorting herself into positions that are eye candy, bordering on pornographic. Less functional, maybe. She's less able to be railed when she's feeling herself, but the visuals are so striking that she's never had a problem making anyone cum. Sex with her is slower and involves angles, pointed toes. She has an intuitive understanding of how to make herself bounce. Then, for a third trait, she's really into photography. She gets deep into the technicals, can talk your ear off about f-stop, and always knows when the golden hour is approaching.

Both approaches are valid. Plenty of stories do well using the Platte River method (six inches deep but a mile wide), and this is not an indictment of them. I just thought some common understanding would be helpful.
 
Id like to think my characters are more than mere sex caricatures, even in my more sexually oriented strokers. Although I did have one critic make a case on one story that the female main character was simply "wish fulfillment." I disagreed but they're entitled to their opinion, and its incentive for me to try harder to make each character a unique individual and not just a sex fantasy.
 
To get this out of the way, jokes about the "depth" of your characters (or how they are "larger" than life, etc.) are appreciated but also not mandatory.

I have now repeatedly seen the criticism here that many if not most stories were just quick dopamine buttons, wish fulfillment with no real plot beyond "wouldn't it be awesome if this happened to me?" and no characterization beyond "wouldn't it be really hot to meet someone this sexy?".

So with that in mind, where do you feel your characters fall, on that metric? Do you have concerns that your characters aren't fleshed out enough? What measures, if any, do you take to ensure they don't fall into that category?

Personally, I like to use the test "Would I read a story with those characters in it, if there wasn't any sex or any kink?"

Of course the trouble is that yes, all my characters pass that test for me, but also, it's hard to disconnect my kinks from general story themes. For example, dominant and/or deceitful characters prone to weird power plays are entertaining to me in every type of media, it's hard to tell where kink ends and "platonic" interest begins.
Another problem is that I am a simple creature perfectly entertained with cartoony characters, indeed usually more so than with "serious, realistic" ones. So that I like my characters either way is no guarantee you wouldn't just write them off as very trope-y and/or shallow.
@WeShallUnclench,
Good morning my dear colleague, interesting question and I am pretty much in the same camp as @Statius stated. It really does, for me, depend on the nature of the story I am writing. I firmly believe, and cling to such a belief, that a story will write itself however it will, whenever it will and the way it should. That, for me , is the measure of whether a story "feels" right or not.

As for the characters they, similarly, develop themselves. As an example I would draw parallels between two stories (of the very few) I have had published thus far. One story, "Supernauts" did not require complex, over thought or highly developed characters to be effective for what I wanted to portray. In another instance, my tale "Cleavage", absolutely depended on developing the MC to a high, and deeply involved, degree so that the readers would get the sense of the tale as a whole.

My characters fall into the category of the story they are in. I don't set out with writing "Characters" in mind, I set out with the "story" in mind and see where it leads.
Respectfully, always,
D.
 
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