The full transcript of the Esmé Bianco chat at LiveCloud is now available. Esmé was wonderfully forthcoming on all sorts of details of her career and, yes, the filming of the pilot of Game of Thrones.
Some details of the latter sort: she filmed her scene at location, not at Paint Hall, with no evidence of CGI backgrounds or other such details being added in post. Over the course of her three auditions the production her scene was constantly being rewritten so it was a bit different each time. She says Peter Dinklage was terrific to work with, kept her amused, and no, she wasn’t aware that he wore a wig. She has no idea whether her character will be seen again on the show, but would love it if HBO wanted her to be part of publicity for the production.