GRRM’s latest clue seems to have gone up within moments of the deal being signed on the dotted line. He writes that this “wildling wench” is known both to Arthur and Morgana, that she’s not met Theon’s sister in the books (“yet”) but that she has in real life, and that both the actress and the character have “made a splash”.
The Rabbit01 seems to have cracked it, noting that Natalia Tena—best known for her role as Nymphadora Tonks in the Harry Potter films—has worked in productions with both Jamie Campbell Bower (King Arthur in Starz’s new series, Camelot, which led to Bower’s part in Game of Thrones recast) and Eva Green (Morgana in the same Starz production). Furthermore, Tena was at boarding school with singer-songwriter Lily Allen, the famous sister to Alfie Owen Allen, the actor cast as Theon (and recently confirmed to still hold the part in the fact sheet).
But the splash? Well, Osha did splash about in Winterfell’s hotsprings ... and as it happened, Tena made her own splash according to the Daily Mail, when she went skinnydipping in the middle of a crowded music festival. The same article mentions her connection to Lily Allen, which suggests to us that this article served as the source for two of the clues GRRM provided.
That seems to be much too perfect, so we’re going to endorse The Rabbit’s guess. We’ll update when/if GRRM confirms.