As we've seen, Game of Thrones' torture wasn't entirely made up. Actress Hannah Waddingham, who played Septa Unella on HBO's Game of Thrones, recently opened up about a traumatic incident she had while filming her final scene with Cersei Lannister. “I've literally just been waterboarded for 10 hours,” she claimed. Lena Headey is now speaking out about how awful it was and how she attempted to make it better.