Natalie Dormer, who portrays Margaery Tyrell on the show, tells E!, “I remember talking to [Lena] in the makeup trailer the day before she had to shoot that, she had mixed feelings about it for obvious reasons. But as an actor, those scenes are the ones you really get to sink your teeth into, so there's sort of a perverse enjoyment in exploring those really dramatic moments as well.”
We certainly understand Lena’s hesitance about filming the scene, but on the other hand, her heartbreakingly believable performance has no doubt contributed toward people’s harsh feelings about it. So as an actress, she certainly did a fantastic job, whatever else you think about how the scene was handled. Let’s just hope she doesn’t have to film any more scenes like that in the future.