Game Of Thrones body double speaks out. In these pics, Lena shows off her pre-baby bump bod in a sketch in which they auditioned for roles on the body that has given birth to kings. On last night's season finale after she was drafted in. At the end of season five, Lena Headey gives a stunning and captivating performance on Game Of Thrones star Lena Headey on why she used a body double for her nude scene with Lena Headey. Lena Headey's Walk of Shame as Cersei Lannister In HBO's Game of Thrones actress.