As large language models (LLMs) advance in role-playing (RP) tasks, existing benchmarks quickly become obsolete due to their narrow scope, outdated interaction paradigms, and limited adaptability across diverse application scenarios. To address this gap, we introduce FURINA-Builder, a novel multi-agent collaboration pipeline that automatically constructs fully customizable RP benchmarks at any scale. It enables evaluation of arbitrary characters across diverse scenarios and prompt formats, as the first benchmark builder in RP area for adaptable assessment. FURINA-Builder simulates dialogues between a test character and other characters drawn from a well-constructed character-scene pool, while an LLM judge selects fine-grained evaluation dimensions and adjusts the test character's responses into final test utterances. Using this pipeline, we build FURINA-Bench, a new comprehensive role-playing benchmark featuring both established and synthesized test characters, each assessed with dimension-specific evaluation criteria. Human evaluation and preliminary separability analysis justify our pipeline and benchmark design. We conduct extensive evaluations of cutting-edge LLMs and find that o3 and DeepSeek-R1 achieve the best performance on English and Chinese RP tasks, respectively. Across all models, established characters consistently outperform synthesized ones, with reasoning capabilities further amplifying this disparity. Interestingly, we observe that model scale does not monotonically reduce hallucinations. More critically, for reasoning LLMs, we uncover a novel trade-off: reasoning improves RP performance but simultaneously increases RP hallucinations. This trade-off extends to a broader Pareto frontier between RP performance and reliability for all LLMs. These findings demonstrate the effectiveness of FURINA-Builder and the challenge posed by FURINA-Bench.