The fourth "Dunk & Egg" story, currently untitled, has been announced by Martin as in the planning stages. It will feature Ser Duncan the Tall and Egg at Winterfell, where they will meet the “She-Wolves” as Martin first hinted at here. Martin has also stated it will be published in a new anthology he is co-editing with Gardner Dozois, titled Dangerous Women.

After the fourth novella is published, Martin indicates that Bantam has signed a deal to republish the four novellas in a collection.