It's commonly said that Moore was mostly playing himself.
Similar case with Brosnan: he was the handsome, urbane charming, polite, suit-and-tie gentleman in Bond just as he was in real life and other series. Though some of the more violent scenes were a bit out of his comfort zone.
For Lazenby, due to his lack of acting experience, he didn't really put on much of a persona; he was the ordinary-man Bond. But around that time, the counterculture happened, and he did have to portray himself as more old-fashioned and conservative than he actually was.
Connery; depends on the film and how much effort he wanted to put into it.
Dalton, while he played a more ruthless assassin take on the character, much of his mannerisms you see in interviews and the way he talks are still present in the Bond films. And some scenes have the stilted classical theatre acting feel to them.
Daniel Craig, however, by far, is the actor whose interpretation of Bond is the least similar to his real life persona. Even though he has a lot of superstar qualities and charisma in film, he comes off as humble, somewhat shy, etc. in interviews and public appearances. Even though his physique was praised, he's been bashful about it. He also can be goofy and have a lot of humor in real life, which he had to tone down for his role as Bond.