Psychological depth in Tolkien's characters

[the phantom]

I am not looking for exhaustive detail and exploration when I look for depth. For me the author just has to show that there is more to the character than what appears on the surface.

Agreed, not to mention that exhaustive detail and exploration leave much less to the imagination (and the opportunity to use one's imagination is often why one would choose to read Tolkien or other works of fantasy).

Detailed journeys through a character's mind are inappropriate in a work of very wide physical or temporal scope

Quite right. Not all stories are written in the same fashion (and they certainly should not be read the same).

We must ask not whether there is detailed exploration of characters' thoughts and motivations, but whether we can infer from what he tells us that there is more to them than appears on the surface.

The method of "detailed exploration" would seem to be in order when writing a biography. Tolkien's method of showing depth seems much more...how should I say it...skillful and artistic.

"Detailed exploration" is necessary to give a character depth only when- 1) the author is not talented enough to subtly show the depth through the character's words and actions or 2) the reader is not talented enough to pick up on textual clues or come to any sort of conclusion without the author specifically telling them to.

Now, before you think I have offended other authors (or readers) with my statement note that I did not say detailed exploration did not have its uses. I am merely saying that it is not at all necessary to give a character depth.