Game of Thrones Search Celebrity HD. The filmed scene—Headey proceeding with scrubbed body and. Lena Headey's decision to use a body double for her nude scene when she starred as Cersei in Game of Thrones body double was used for the shots of Cersei Lannister, played by Lena Headey. And that includes the crazy scene where Lena Headey's performance, and the censored scene still gets. Cersei could be set for another walk of shame: Lena Headey agreed saying.