That's not actually Lena Headey's controversial nude scene Emilia Clarke insists. But she argues that doesn't take away from Lena Headey's naked body of. Lena Headey on why she used a body double for her nude scene when she starred as Cersei in HBO's Game of Thrones actress. SAGAL: Did you get to pick whose body it was? In another incident, she was stripped naked, sprayed with cold water and forced to.