While Carrie Coon has perfected her mid-Atlantic accent on The Gilded Age, she admits there’s someone who does a better impression of her character, Bertha Russell, the maneuvering matriarch who is determined to make sure her family is at the top of Manhattan’s social order.

And that person is costar Morgan Spector’s 7-year-old daughter. “She does a great Bertha impersonation. She might be better at it than me,” Coon, 44, tells PEOPLE while she and Spector, a.k.a “Train Daddy,” also 44, open up about bringing their kids to work.

Coon is mother to two children, a 7-year-old son and 4-year-old daughter, with husband Tracey Letts, while Spector shares his one child with wife Rebecca Hall.

When it specifically comes to his daughter, Spector recalls a time she visited him while he was playing railway baron George Russell on creator Julian Fellowes’ acclaimed historical drama on location in Rhode Island. “It was amazing,” he says. “I brought my daughter to the set in Newport so she could see the mansions, which I think are fantastic.”

“And the costume department immediately saw her, grabbed her, took her into a trailer and somebody did some magic and turned her into a princess,” the actor continues. “They gave her one of Bertha’s tiaras and she was overjoyed.”

“I also bring my kids to set, they just come for short visits,” Coon adds, explaining, “They’re just starting to understand what it all means. And frankly, they find it disconcerting to see me with a lot of makeup on, like a wig. They don’t really like it.”

Admittedly, once in full Bertha getup, “I look very different,” she adds. “I mean, even my crew doesn’t recognize me… So, my kids find it a little bit disconcerting.”

But it’s not the only time Coon has had her kids visit her at work. “They also came to the set of Ghostbusters, where I looked more like myself,” she continues.

However, one set they didn’t make it to: The White Lotus season 3. “I didn’t take them to Thailand ’cause it was too far and it was too hot,” she shares. “But mostly, they just associate work with me being away.”

Coon then notes, “It’s great to bring kids to set and I’ve always found that the crew is always really lovely and generous about it.” Spector adds, “Everyone has kids that they’re not getting to see. So they’re starved to see a child.”

“So, yeah, it’s always nice when you have a really kid-friendly set,” Coon concludes.

The Gilded Age season 3 airs Sundays at 9 p.m. ET/PT on HBO and Max.