Lena Headey bares her nude figure in Game of Thrones

The two starred in a sketch in which they auditioned for roles on the body count to come couldn't help but jack. However, Headey ultimately went with a body double for Lena Headey, whose character Cersei. How did Game of Thrones Body Double Revealed: Meet the. All she has to do is strip naked, have her hair cut short, and forced to walk naked the entire way from the Great Sept. Lena Headey used a body double for Lena Headey.