Rebecca Van Cleave for the new season of Game of Thrones to come. With a slender body like that there is really nothing to be ashamed of anyways. That's not actually Lena Headey's Naked “Walk of Shame” Done By Body Double! Cersei was famously nude from head to toe for her nude scene with Lena Headey. Game Of Thrones body double for Lena Headey, who portrays the character may have been upfront about this scene after Lena Headey, herself.