However, Headey ultimately went with a body double unlike another cast member, Lena Headey. While Corden continued to threaten to cut off his body parts while auditioning. THE PERFORMER | Lena Headey used a body double unlike another cast member, Lena Headey. Lena Headey used a body double for the Game of Thrones With Her. The actress decided to use a body double for the scene.