In 1992, Le Gros was a firm, versatile screen presence, appearing in four acclaimed films: he had strong cameos in "Singles" and "Where the Day Takes You", and powerful lead performances in "My New Gun" and "Gun Crazy", where his "soft, yet hard" edge was put to good use portraying characters who liberate various confined women. He subsequently earned praise for his tour-de-force portrayal of a disaffected young resident of Los Angeles in "Floundering" (1994). That same year, he romanced Andie MacDowell in "Bad Girls" (which also co-starred Le Gros' father-in-law Robert Loggia) and he portrayed Deems Taylor in Alan Rudolph's underrated "Mrs. Parker and the Vicious Circle".
Le Gros continued to add to his resume in 1995 with turns in diverse features including Mario Van Peebles' "Panther" and Todd Haynes' "Safe". He co-starred as an offbeat hotel owner with a bank robbing past in the pallid comedy "Destiny Turns on the Radio" and won raves for his portrayal of a dim-witted rising star in Tom DiCillo's paean to independent filmmaking "Living in Oblivion" (both 1995). The busy actor appeared with Winona Rider and Lukas Haas in "Boys" and co-starred with Matthew Broderick in "Infinity" (both 1996).