Then I do not see a need to worry. Actors are people, too. While there may not be many Christ believers in the theatric world, I certainly do not see any reason why an being an actor in and of itself would automatically bar someone from behaving like an exemplary Christian. Hey, in anything, you might be able to use this as an opportunity to tell about your faith with others you share the stage with. Or better yet, simply let on you believe in Jesus Christ and then let the rest speak for itself through your actions. For instance, if you come across something in one of your acting parts that you do not feel morally comfortable with, speak up and voice your doubts and feelings on it and try to find a workaround without sounding all smug or morally superior to everyone else. Just be gentle but earnest without judging, humbly asking your coworkers and superiors if they can accommodate you on an issue. And if you've already booked your faith, they just might remember this and mentally associate your good and humble attitude with the Christ you have spoken of, and later want to know more. Now I don't know if this Franken character ever posed as a transvestite during the course of the Rocky Horror play ( never saw the movie or any other version of it, myself; I just remember everyone talking about how great Tim Curry played a transvestite or whatever), but I wouldn't say acting that out is some automatic ticket to hell or some other nonsense (if this just happened to be a specific example of why you asked your initial question). Do what you are comfortable with, and when something comes up that you aren't, try to work with your peers on it. Being an exemplary Christian isn't all about desperately avoiding this that and the other subjective evil in order to keep out of hell or telling everyone else you disagree with that they're going to get the axe from God if they don't see it your way (not that i'm suggesting you are or have been doing that in your acting circle). Kindness, compassion, humility, and gentle admonishment win the day, but just don't let them stop you from being honest about your convictions and faith.
Hopefully I didn't talk too much there in case all you were wanting to really hear was a simple yes or no to the op question.