In the shocking final episode, which aired in the U.S. on Sunday night (14Jun15), Headey's regal Cersei Lannister is stripped of her clothes and forced to walk naked through the streets as atonement for her confessed adultery as commoners hurl abuse, rotting food and excrement at her.

And Nutter, who helmed the shocking sequence, admits he agonised over how to shoot it.

He tells The Hollywood Reporter, "I was on pins and needles about wanting to get it right because Lena Headey and I are friends and I think she's such a great talent. I wanted it to turn out wonderful. Wonderful probably isn't the best word, but I wanted it to turn out right.

"I wanted to get a sense of being with her as much as possible and you go through this walk with her. The extras in Dubrovnik (in Croatia) were incredible with their responses and reactions to her.

"They reacted to her as the queen going into Flea Bottom, the worst part of town. This is a slum she created. Lena went on an emotional journey through it. It was a situation in which you really felt like she was in excruciating physical and emotional turmoil and pain. I felt a little bit sorry for her, which is what I was going after."

Headey herself admits it was a brutal scene to shoot, even though much of it featured her head superimposed onto a body double.

The 41-year-old Brit tells Entertainment Weekly, "It's not hard when people are screaming at you and you look like s**t and you're being f**king humiliated to figure out how that would feel. There's a part of you that's f**king terrified. I can't even imagine people wanting your blood. Cersei has done wrong, but she doesn't really deserve this.

"She's been beaten and starved and humiliated. She thinks when she comes out and confesses that this is it... She thinks she's good to go. She has no idea what's coming when she walks out to the steps, or that they're going to shave her hair off."

The 'Walk of Shame' scene, which took three days to shoot, caused headaches for Game of Thrones location scouts after the site was rejected by Croatian officials on religious grounds. Dubrovnik leaders initially refused permission for filming inside a church.