One thing I try to do is ask myself what my character wants. That way whatever situation he finds himself in, I have an easier time putting myself in the character's shoes. I'm talking here not about short-term goals, but much larger motivations.
For example, ex-Stormtrooper Gunnar Sykes didn't believe in grand abstract political visions of the Empire or the Rebellion. He just wanted to belong, to know he was with people who had his back. And he wanted adventure. He wanted to test himself and to never live a boring life. So he was extremely reliable in helping his friends, he was always eager to jump into danger, and he worked hard to improve his skills as a Hired Gun. He cared far less about proving anything to anyone but his friends, so he wasn't flashy, he didn't crack wise, and he didn't tend to talk all that much.
Montoya Daefaren has a lady love, so perhaps finding a soul mate is important to him. Or perhaps being in love, which is not quite the same thing, is important to him. Where does his alcoholism come from? Perhaps because he just can't handle being killed over and over again, and drinks to avoid thinking about the trauma. Maybe that's also why he is such a jokester – it's a way of avoiding this pain of constant death and resurrection (I assume that's how it works). Maybe he also drinks because he knows he'll outlive his lady love, and that knowledge wounds his soul.
So how do you apply this in actual play? Montoya wants to love and be loved. He wants to avoid the pain of the cycle of death and resurrection that is both blessing and curse. When he jokes with the rest of the party and they wind up getting pissed off at him, they don't realize that he just wants to be one of them, to be loved in a way, but he is so tortured by his situation that it comes out in this perverse way that winds up getting him skewered more often than he'd like.
That's obviously a tragicomic way of interpreting the character, but there are plenty of other ways you could play him, depending on what you determine his core motivations might be. You don't have to come up with all the picayune details of his personality, as you want to leave some room for that to manifest in actual play. But once you have a lock on his motivations, the rest gets easier.