“I’m egregiously picky,” insists Dylan O’Brien, reflecting on a burst of productivity that, in the last 12 months, includes the films “Ponyboi,” “Saturday Night,” “Caddo Lake,” the Max comedy series “Fantasmas” and James Sweeney’s “Twinless,” which screens at Sundance. “I’m going to get skewered for this type of quote being out there … but I would have a much different career, I think, if I was a ‘yes to everything’ person.”

After launching his career more than a decade ago as a heartthrob on MTV’s “Teen Wolf” and in the “Maze Runner” films, each of those recent projects earned the actor praise for his versatility; no two roles are the same. But according to O’Brien, his recent slate reflects not just one year of work but more than five — a period that also encompasses guest spots (as “himself”) on “Curb Your Enthusiasm” and “The Other Two,” four...