I think the cliché is Hellboy is kind of like a blue-collar worker rather than lofty like most paranormal investigators.

To me, Hellboy carries a bit of comedy automatically, but also I simply love the character really I never needed to change anything about him.

Might seem I haven't got a lot to say, but realistically there isn't much I can say that hasn't been said for HB, really all I am doing with this character is tossing him into another situation.  He is fun to say the least, but unlike many characters I don't feel a desire to tweak him to make him comedic.