Honestly? My main piece of advice for writing well-rounded characters is to make them a little bit lame. No real living person is 100% cool and suave 100% of the time. Everyone's a little awkward sometimes, or gets too excited about something goofy, or has a silly fear, or laughs about stupid things. Being a bit of a loser is an incurable part of the human condition. Utilize that in your writing.
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