It's a technique used by many actors. When you're supposedly see an actor/actress naked and you don't see their face that's not them, it's usually someone else. I knew it wasn't Lena, actors have self-respect for such things. But indeed, in other episodes, scenes actresses especially wh*res, in Little Fingers' brothel that run around naked with their faces visible do that but they get paid for it.
Studied drama / acting at high school
