Really nice interview, check it out. This part is hilarious:

So much of the cast has read the books though…
Dempsie: It’s very hard to avoid spoilers. Everyone’s read them. But one time, David Benioff and Dan Weiss sent a script out to everyone and they sent a different one to Alfie Allen. They put a new scene in it in which Theon is murdered in a particularly grisly way. They waited to see what Alfie thought of him being killed off so soon when he thought he’d be doing it for [a longer period of time]. So for about a day, Alfie thought his character was being killed off, but it was only in his script did they put that scene. I think they should have made him film it first and then told him the truth.