The My Family star, who played the Greek shipping tycoon on stage in Onassis in 2010, is now starring alongside Nicole Kidman, who plays the Hollywood icon and princess, and Tim Roth as Monaco's Prince Rainier III in the biopic directed by La Vie En Rose filmmaker Olivier Dahan.
Robert revealed: "I'm recreating my role as Onassis that I did on stage. I was very fortunate that the French producer saw me do it on stage in England and lifted me to play it in the movie. It's going to be great.
"I've been here filming since the end of August and I'm here until December 8th, and it's an incredibly glamorous film."
He revealed the film, set at a time when Oscar-winning actress and mother-of-two Grace was called upon to guide her husband as the reigning monarch and save Monaco, is expected to be ready to premiere at the Cannes Film Festival next year.
Meanwhile, the 62-year-old actor also revealed he thinks he may have messed up his James Bond audition by trying to be too funny.
He said: "I was up for it many years ago. During the Tim Dalton regime, I remember going to Pinewood for a couple of interviews and actually doing a screen test at one point, but I think maybe I found too much humour in it."
:: Robert Lindsay stars in comedy Spy, series one, which is out on DVD now.