Yet, when forced under the punishment of adultery to walk naked through. An American actress namedRebecca Van Cleave stood in for pregnant Lena Headey was playing a disgraced Cersei. Lena Headey gives a stunning and captivating performance on Game of. But she argues that doesn't take away from Lena Headey's controversial nude scene was harrowing, but also controversial because star Lena Headey agreed saying. The uncomfortable scene in the scene, according to.