Free from labels
"I really enjoyed returning to Greece, to be with certain people I know well, to work with a smaller crew, work in a simpler way," he said Thursday.
Starring Oscar winner Stone and French actor Damien Bonnard, "Bleat" was shot on the Greek island of Tinos just ahead of the pandemic in February 2020.
Lanthimos is best known for his avant-garde films, part of the "weird wave" genre that emerged around the time of Greece's 2010 brush with bankruptcy.
But he claims he was "never really on board" with the term.
"A lot of the time, journalists have to find, you know, a special box to put things in and characterise them," he told AFP.
"A lot of the films that came out after that are quite different. So, there wasn't a specific movement. I think it was just conditions maybe that, were similar, for the films that were being made, but not the essence of the films themselves."
"The more time goes by, the freer we are from these kinds of labels," he adds.
The son of a Greek basketball player, Lanthimos briefly dabbled in the sport as a teenager before realising that his real talent lay elsewhere.
His film "Dogtooth" was nominated for best foreign film at the 2011 Oscars, while his first English language feature film, "The Lobster" was nominated for best original screenplay at the 2017 Oscars.
He finally struck gold in 2019 with "The Favourite", with Olivia Colman taking home the leading actress statuette, and nominations for co-stars Stone, Rachel Weisz and Lanthimos himself as director and best picture co-producer.
Lanthimos told AFP he left Greece because limitations in the local film industry "reached a point where it wasn't creative anymore".
"But for some years now... I think I'd just go wherever it makes sense, for each story to film. So, if a story like this one, makes sense to film it in Greece, I'd happily come and film it here," he said.
In "Bleat", Stone plays a young widow holding a wake for her dead husband in a traditional home atop a windswept hill.
Unable to let go, she embarks on an unorthodox method of mourning that sets off an unexpected chain of events.
The 30-minute short features elderly matrons, nudity and plenty of goats, both alive and cooked.
"Reading it was so exciting, unlike anything I'd done before," Stone told reporters on Thursday.
"I just immediately wanted to do it," she said.
"Was it the artiest thing I've done? I guess so," she laughed.
"Bleat" will be screened at the Greek National Opera on May 6 to 8.
Lanthimos and Stone have teamed up again for "Poor Things", a postmodern reimagining of the Frankenstein tale based on a 1992 novel by Alasdair Gray.