Michelle Williams and Sam Rockwell Would Dream of Friday Cheat Meals While Filming 'Fosse/Verdon'

Stars, they eagerly await their cheat days, just like us!

That was certainly true for Michelle Williams and Sam Rockwell as they filmed their new FX show Fosse/Verdon, where they play the legendary choreographer Bob Fosse and the Tony Award-winning dancer Gwen Verdon.

During the week, Williams and Rockwell stuck to a “clean” meal plan to fit the look of the mid-20th century stars.

“We had a special meal plan, five days a week, that kept us very trim, because I was playing a drug addict and she’s playing basically an Olympic athlete,” Rockwell, 50, tells PEOPLE at the premiere screening in New York City on Monday.

Williams, 38, says that they were constantly in dance practice.

“There really wasn’t time to work out in any way, shape or form — luckily we were dancing so that kept us in shape and we ate very responsibly,” she says.

After the long days of rehearsal and dieting during the week, they were desperate for a break on Friday nights.

“Sam and I would look forward to Friday night all week long,” Williams says. “It wasn’t so much what we would eat on Friday night, it was what we would drink on Friday night.”

“I would drink whiskey and she would probably have a rosé, and we would hopefully have something that was off our diet like cheese or chocolate or a hamburger, something like that,” Rockwell adds. “It was a cheat weekend.”

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But even with their cheat night, Rockwell says the weekends were busy.

“[We were] eating clean, trying to take care of ourselves, exercising, dancing and then the weekends we would try to decompress, but often we’d have dance rehearsal, or I’d work with my acting coach,” he says, adding that Williams “did a lot more dancing than I did.”

Executive producer Steven Levenson attests to the duo’s long hours, calling Williams and Rockwell “the hardest working people in the world.”

“If they weren’t shooting they were in dance classes, and if they weren’t in dance classes they were doing dialect and they were just incredible,” he tells PEOPLE. “They never stop, and they were in almost every scene, and if it’s not one of them it’s both of them — they’re incredible.”

• With reporting from KRISTEN KELLY