Playing [at] Hamlet
Many people—including actors—agree that Hamlet is the most difficult role ever created for the stage. Do you agree? Can you think of a more difficult role to play? Even Daniel Day Lewis was vanquished by playing Hamlet and quit the stage for years after his attempt. Have you ever wanted to play Hamlet? Why? I have been playing [at] Hamlet for about three decades, just not on stage…
I think it's the huge range of voices one needs to reflect both the complexity of the character and the difficulty of his ethical situation: to kill or not to kill (Claudius). Hamlet is a great puzzle to Hamlet and that's not at all easy to play for four hours on stage or in a movie.
I thought Mel Gibson's version was barely adequate precisely because Gibson does not remotely have the range it takes to carry off the role. But the sets were wonderful, the castle plausible, and the minor parts laudable. Paul Scofield is always brilliant and was a lovely, sad, weathered ghost. What did you think of that movie?
I've started Wallace's mammoth novel three or fours times and gave up each time. Too tricksy for my tastes. But there's quite a bit of stuff on Google and YouTube about the connections you mention, most of it amateurish but clearly a few pedants have done their parallelism and intertextual homework.
Here's another one: apparently in Joyce's Ulysses, the text most alluded to is not Homer's Odyssey but Hamlet!