Whenever I try and be someone I am not, it fails miserably

You can also try and organize your magic around a theme. Maybe that would help?

It’s easiest to just be your natural self. That ends up being the most engaging because it comes across as genuine and not acting

Being a character does not mean being someone unlike yourself. It is just that the history of the individual is changed to account for the magic.

If you play "just your real self" then you are telling the audience that you learned to do some sleight of hand tricks and are going to show them. It isn't real, it is a trick. If you fool them and they can't figure it out, it seems like you are smarter then them or something: "I can't do magic, but I can make you think that I can." If the magician suceeds, the audience feels stupid. It is not a win/win.

Without the lie, magic loses its charm. The better the lie is told, the more interesting and complicated the entertainment.