"I've been asked to do a Game of Thrones cameo, they asked me if I'd be interested in playing Theon's sister, and I felt uncomfortable because I would have had to go on a horse and he would have touched me up and sh--. Once they told me what was entailed, I said no thanks. I would be open to doing a musical cameo like Sigur Ros, though."
In the season two episode "The Night Remembers," Alfie's character meets a woman he hasn't seen in years. As they ride horseback together, he caresses her, both inside and outside of her clothing. Later, he learns to his great embarrassment that the woman is actually his sister.
The part of Yara Greyjoy wound up being played by actress Gemma Whelan.
This wasn't the only time Alfie came up in the AMA. Lily also addresses a rather unflattering song she wrote about her brother -- "Alfie," from 2007's "Alright, Still." The track ridicules the titular character for wasting his life away with weed and computer games. Allen confesses she wouldn't have shared the song had she known her career would receive the attention it did.
Either way, it seems Alfie's life has picked up since then.
Allen's new album "Sheezus" -- featuring internet-famous songs like "Hard Out Here" -- was released May 6.