Harry Lime

I bet these people watch The Silence of the Lambs and are like, "Why does Clarice spend ten minutes talking about some stupid lambs? I wanna see Hannibal eat some people already!!!"

I'm glad they included it, and not just because I called it months ago: http://asoiaf.westeros.org/index.php/topic/104598-book-spoilers-grey-worm-in-season-5/#entry5460977. My reasons are in that thread.

Plus she likely had her sword and armor taken away while she's a guest of the Lannisters.