Sound like a good idea.
Some of Paul Tholey's research in the late 1980s was based somewhat around this idea. He was interested in the abilities of dream characters (besides the one of the dreamer). In a study from 1989, he has lucid dreamers ask the other characters in their dream some basic questions that had rather interesting implications.
Taken from the abstract: "Dream characters were asked to draw or write, to name unknown words, to find rhyme words, to make verses, and to solve arithmetic problems." He was trying to find out the perspective of the dream characters, and discusses the concept of them having consciousness! Pretty cool stuff... He obviously agrees that dream characters are not separately existing beings, but depending on what we define as consciousness...maybe the dream characters qualify.

My favorite result was that when a lucid dreamer asked a fellow dream character to say a word unknown to her, the character said "Orlog, the word Orlog describes our relationship." While this word was apparently unknown to the dreamer, it turned out to be a Dutch word meaning "quarrel."
Where did that word come from?? Past experience?

A much more recent study had lucid dreamers ask dream characters for solutions to "creative problem solving" tasks. Here is a link to the abstract, and I'm pretty sure this one can be downloaded for free from there (you will find some cool stuff even with a skim, and all the good stuff is in the intro and conclusion anyways ) Dream characters can be pretty interesting...

I like your idea of strictly interviews--I am picturing a really formal interview, that would be awesome! Especially if you kept the interview consistent across different characters, then compared their answers.
Whatever approach you decide to take, I (and I'm sure others) will be very interested in whatever answers you get! Let us know! and good luck.